+1,210.9%
LPLA vs QSR
+135.2%
+1,075.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | -1.5% | -4.0% | +2.5% | +0.5% |
| 30D | -6.0% | +2.8% | -8.8% | -7.4% |
| 3M | +24.0% | +5.1% | +18.9% | +20.2% |
| 6M | +17.0% | +8.8% | +8.2% | +10.8% |
| YTD | -0.7% | +14.8% | -15.5% | -9.0% |
| 1Y | +2.1% | +25.7% | -23.6% | -11.5% |
| 3Y | +48.7% | +27.5% | +21.2% | +21.7% |
| 5Y | +151.2% | +41.3% | +110.0% | +88.4% |
| All | +1,210.9% | +135.2% | +1,075.7% | +672.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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