+185.8%
LMT vs LPLA
+1,251.7%
-1,065.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -0.2% | -1.5% | +1.3% | 0.0% |
| 30D | -13.1% | -6.0% | -7.1% | -12.2% |
| 3M | -3.9% | +24.0% | -27.9% | -7.2% |
| 6M | -18.3% | +17.0% | -35.3% | -20.6% |
| YTD | +10.3% | -0.7% | +11.0% | +9.8% |
| 1Y | +14.2% | +2.1% | +12.1% | +12.8% |
| 3Y | +35.0% | +48.7% | -13.7% | +22.1% |
| 5Y | +73.2% | +151.2% | -78.0% | +36.5% |
| All | +185.8% | +1,251.7% | -1,065.9% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling