+372.5%
LPLA vs REPL
+39.1%
+333.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.4% | +3.3% |
| 7D | +2.3% | +14.2% | -11.9% | +1.7% |
| 30D | -7.7% | +65.9% | -73.5% | -9.8% |
| 3M | -15.7% | +84.6% | -100.3% | -18.1% |
| 6M | +0.8% | +446.9% | -446.1% | -9.9% |
| YTD | -14.2% | +129.0% | -143.2% | -22.5% |
| 1Y | -17.9% | +167.9% | -185.8% | -26.5% |
| 3Y | +36.1% | +93.9% | -57.8% | +6.1% |
| 5Y | +90.3% | -33.0% | +123.3% | +61.6% |
| All | +372.5% | +39.1% | +333.4% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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