+1,210.9%
LPLA vs SNY
+64.5%
+1,146.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -1.5% | -3.3% | +1.8% | -0.5% |
| 30D | -6.0% | -2.2% | -3.9% | -5.4% |
| 3M | +24.0% | -3.0% | +27.1% | +25.0% |
| 6M | +17.0% | +2.7% | +14.3% | +15.4% |
| YTD | -0.7% | -6.8% | +6.2% | +0.9% |
| 1Y | +2.1% | -5.3% | +7.4% | +2.7% |
| 3Y | +48.7% | -9.8% | +58.5% | +46.5% |
| 5Y | +151.2% | +9.7% | +141.6% | +118.9% |
| All | +1,210.9% | +64.5% | +1,146.4% | +913.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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