+1,222.4%
LPLA vs SPY
+312.5%
+909.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | -1.5% | -0.4% | -1.2% | -1.1% |
| 30D | -6.0% | -1.4% | -4.6% | -4.4% |
| 3M | +21.4% | +3.7% | +17.7% | +15.8% |
| 6M | +12.1% | +13.0% | -0.9% | -4.1% |
| YTD | -1.8% | +12.4% | -14.2% | -15.3% |
| 1Y | +3.2% | +18.5% | -15.3% | -16.6% |
| 3Y | +45.9% | +77.6% | -31.7% | -29.0% |
| 5Y | +144.7% | +81.7% | +63.0% | +14.9% |
| 10Y | +1,222.4% | +319.7% | +902.8% | +103.0% |
| All | +1,222.4% | +312.5% | +909.9% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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