+352.8%
LPLA vs REPL
+36.8%
+316.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.9% | +1.2% | -2.2% | -1.0% |
| 30D | -9.5% | +92.2% | -101.7% | -12.2% |
| 3M | -21.9% | +44.1% | -66.0% | -23.3% |
| 6M | -2.6% | +313.0% | -315.6% | -11.7% |
| YTD | -17.8% | +125.2% | -143.0% | -25.7% |
| 1Y | -21.2% | +143.8% | -164.9% | -29.1% |
| 3Y | +30.6% | +104.2% | -73.6% | +1.0% |
| 5Y | +81.3% | -34.5% | +115.9% | +54.2% |
| All | +352.8% | +36.8% | +316.0% | +196.3% |
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