+4,692.4%
LLY vs LPLA
+1,311.2%
+3,381.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | -3.1% | +0.9% | -1.8% |
| 30D | -1.6% | -0.1% | -1.5% | -1.6% |
| 3M | +2.3% | +23.2% | -20.9% | -0.6% |
| 6M | +14.9% | +15.5% | -0.7% | +12.3% |
| YTD | +7.5% | +0.9% | +6.6% | +6.7% |
| 1Y | +55.7% | +0.2% | +55.5% | +54.3% |
| 3Y | +110.6% | +55.2% | +55.4% | +94.3% |
| 5Y | +363.4% | +145.4% | +218.0% | +292.4% |
| 10Y | +1,649.0% | +1,229.7% | +419.3% | +996.8% |
| All | +4,692.4% | +1,311.2% | +3,381.1% | +2,732.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling