+1,222.4%
LPLA vs SBAC
+78.4%
+1,144.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -6.0% | +3.9% | -9.8% | -6.5% |
| 3M | +21.4% | -8.2% | +29.5% | +22.8% |
| 6M | +12.1% | -2.8% | +14.9% | +11.8% |
| YTD | -1.8% | -1.5% | -0.3% | -2.5% |
| 1Y | +3.2% | 0.0% | +3.2% | +2.2% |
| 3Y | +45.9% | -8.4% | +54.3% | +42.7% |
| 5Y | +144.7% | -43.5% | +188.2% | +168.6% |
| 10Y | +1,222.4% | +86.9% | +1,135.5% | +1,184.8% |
| All | +1,222.4% | +78.4% | +1,144.1% | +1,184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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