+144.1%
LNT vs LPLA
+1,226.8%
-1,082.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -1.1% | -3.7% | +2.6% | -0.8% |
| 30D | -1.9% | -6.4% | +4.4% | -1.5% |
| 3M | -7.2% | +20.2% | -27.4% | -8.5% |
| 6M | -3.9% | +12.8% | -16.7% | -5.0% |
| YTD | +5.9% | -2.5% | +8.4% | +5.7% |
| 1Y | +8.4% | +1.9% | +6.4% | +7.6% |
| 3Y | +46.6% | +45.0% | +1.6% | +39.5% |
| 5Y | +32.4% | +146.6% | -114.2% | +16.7% |
| All | +144.1% | +1,226.8% | -1,082.6% | +116.9% |
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