+455.8%
LPLA vs REPL
-6.0%
+461.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -3.1% | -3.0% | -0.1% | -3.0% |
| 30D | -0.1% | +27.1% | -27.2% | -1.2% |
| 3M | +23.2% | +52.4% | -29.2% | +18.4% |
| 6M | +15.5% | +107.4% | -91.9% | +4.9% |
| YTD | +0.9% | +54.7% | -53.8% | -7.1% |
| 1Y | +0.2% | +158.9% | -158.7% | -13.0% |
| 3Y | +55.2% | -23.7% | +79.0% | +30.9% |
| 5Y | +145.4% | -54.3% | +199.8% | +111.9% |
| All | +455.8% | -6.0% | +461.8% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling