+1,117.8%
LPLA vs SBAC
+458.9%
+658.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -3.2% | -2.8% | -0.4% | -2.5% |
| 30D | -8.6% | +3.1% | -11.8% | -9.3% |
| 3M | -18.7% | +5.1% | -23.8% | -19.7% |
| 6M | +4.5% | -11.4% | +15.9% | +6.8% |
| YTD | -15.3% | +0.2% | -15.5% | -16.7% |
| 1Y | -19.9% | -3.9% | -16.0% | -20.4% |
| 3Y | +33.4% | -7.7% | +41.1% | +29.6% |
| 5Y | +87.4% | -39.7% | +127.1% | +102.9% |
| 10Y | +800.4% | +111.9% | +688.5% | +493.4% |
| All | +1,117.8% | +458.9% | +658.8% | +345.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling