+30.6%
LPLA vs JAAA
+18.5%
+12.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -1.5% |
| 30D | -9.5% | +0.4% | -9.9% | -11.7% |
| 3M | -21.9% | +1.2% | -23.1% | -27.1% |
| 6M | -2.6% | +2.3% | -4.9% | -14.7% |
| YTD | -17.8% | +4.0% | -21.8% | -34.2% |
| 1Y | -21.2% | +4.8% | -26.0% | -39.6% |
| 3Y | +30.6% | +18.4% | +12.2% | -14.8% |
| All | +30.6% | +18.5% | +12.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling