+5,881.9%
LNG vs LPLA
+1,275.5%
+4,606.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -2.9% | -4.6% |
| 7D | -6.2% | -2.1% | -4.1% | -5.4% |
| 30D | +8.0% | -3.3% | +11.3% | +9.2% |
| 3M | +16.9% | +23.5% | -6.6% | +7.8% |
| 6M | +8.7% | +12.0% | -3.3% | +2.9% |
| YTD | +43.0% | -1.7% | +44.7% | +40.8% |
| 1Y | +19.4% | +3.2% | +16.2% | +14.6% |
| 3Y | +74.7% | +46.2% | +28.5% | +41.9% |
| 5Y | +222.4% | +144.9% | +77.5% | +101.6% |
| 10Y | +532.2% | +1,195.1% | -662.9% | +86.2% |
| All | +5,881.9% | +1,275.5% | +4,606.4% | +1,168.1% |
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