+1,315.0%
LOW vs LPLA
+1,049.8%
+265.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | +21.7% | -9.5% | +31.2% | +24.3% |
| 3M | +5.0% | -21.9% | +26.9% | +11.0% |
| 6M | +4.6% | -2.6% | +7.2% | +4.1% |
| YTD | -3.5% | -17.8% | +14.3% | -0.6% |
| 1Y | +0.5% | -21.2% | +21.7% | +4.6% |
| 3Y | +24.8% | +30.6% | -5.8% | +8.9% |
| 5Y | +6.5% | +81.3% | -74.9% | -19.4% |
| 10Y | +294.6% | +773.9% | -479.4% | +82.5% |
| All | +1,315.0% | +1,049.8% | +265.2% | +449.1% |
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