+1,139.3%
LMT vs LPLA
+1,311.2%
-172.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -6.3% | -3.1% | -3.2% | -5.8% |
| 30D | -8.5% | -0.1% | -8.4% | -8.5% |
| 3M | +1.8% | +23.2% | -21.4% | -1.6% |
| 6M | -19.9% | +15.5% | -35.5% | -22.1% |
| YTD | +10.6% | +0.9% | +9.7% | +9.7% |
| 1Y | +17.9% | +0.2% | +17.8% | +16.8% |
| 3Y | +27.0% | +55.2% | -28.3% | +14.5% |
| 5Y | +68.7% | +145.4% | -76.8% | +36.2% |
| 10Y | +181.1% | +1,229.7% | -1,048.6% | +62.4% |
| All | +1,139.3% | +1,311.2% | -172.0% | +555.8% |
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