+1,302.0%
LPLA vs SNY
+139.3%
+1,162.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.7% | -3.6% | 0.0% | -2.4% |
| 30D | -6.4% | -1.9% | -4.4% | -5.8% |
| 3M | +20.2% | -2.0% | +22.1% | +20.7% |
| 6M | +12.8% | +2.5% | +10.3% | +11.3% |
| YTD | -2.5% | -7.0% | +4.5% | -0.8% |
| 1Y | +1.9% | -4.4% | +6.3% | +2.2% |
| 3Y | +45.0% | -8.4% | +53.4% | +41.8% |
| 5Y | +146.6% | +9.5% | +137.1% | +119.2% |
| 10Y | +1,213.6% | +64.3% | +1,149.3% | +877.7% |
| All | +1,302.0% | +139.3% | +1,162.7% | +738.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling