+183.1%
LNT vs LPLA
+758.1%
-575.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +1.0% | -0.9% | +2.0% | +1.1% |
| 30D | +9.6% | -9.5% | +19.1% | +10.3% |
| 3M | +5.4% | -21.9% | +27.3% | +7.3% |
| 6M | +3.1% | -2.6% | +5.7% | +3.0% |
| YTD | +16.5% | -17.8% | +34.3% | +17.7% |
| 1Y | +12.3% | -21.2% | +33.5% | +13.8% |
| 3Y | +70.3% | +30.6% | +39.7% | +62.1% |
| 5Y | +56.4% | +81.3% | -24.9% | +40.5% |
| All | +183.1% | +758.1% | -575.0% | +135.9% |
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