+357.1%
LPLA vs REPL
+35.1%
+322.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -2.1% |
| 7D | +4.1% | +22.8% | -18.6% | +3.3% |
| 30D | -9.0% | +63.8% | -72.8% | -11.1% |
| 3M | -17.6% | +68.1% | -85.7% | -19.7% |
| 6M | -8.8% | +528.5% | -537.3% | -19.1% |
| YTD | -17.0% | +122.4% | -139.5% | -25.0% |
| 1Y | -20.4% | +154.4% | -174.8% | -28.6% |
| 3Y | +35.4% | +68.0% | -32.6% | +6.9% |
| 5Y | +79.7% | -35.4% | +115.1% | +52.9% |
| All | +357.1% | +35.1% | +322.0% | +199.2% |
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