+1,162.3%
LOW vs LPLA
+1,311.2%
-148.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.7% | -3.1% | +1.3% | -1.0% |
| 30D | -7.0% | -0.1% | -7.0% | -7.1% |
| 3M | -0.9% | +23.2% | -24.1% | -6.3% |
| 6M | -20.1% | +15.5% | -35.6% | -23.5% |
| YTD | -13.9% | +0.9% | -14.8% | -15.2% |
| 1Y | -21.1% | +0.2% | -21.3% | -22.6% |
| 3Y | -6.6% | +55.2% | -61.9% | -21.4% |
| 5Y | +9.4% | +145.4% | -136.1% | -23.5% |
| 10Y | +220.5% | +1,229.7% | -1,009.2% | +35.2% |
| All | +1,162.3% | +1,311.2% | -148.9% | +368.3% |
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