+347.1%
LPLA vs JAAA
+29.3%
+317.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -3.1% | +0.2% | -3.2% | -3.3% |
| 30D | -0.1% | +0.5% | -0.6% | -1.0% |
| 3M | +23.2% | +1.3% | +22.0% | +20.7% |
| 6M | +15.5% | +2.7% | +12.9% | +10.6% |
| YTD | +0.9% | +3.2% | -2.3% | -4.0% |
| 1Y | +0.2% | +4.9% | -4.8% | -7.0% |
| 3Y | +55.2% | +19.0% | +36.2% | +40.1% |
| 5Y | +145.4% | +26.8% | +118.6% | +121.1% |
| All | +347.1% | +29.3% | +317.8% | +266.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling