+800.4%
LPLA vs SPY
+311.8%
+488.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -3.8% |
| 7D | -3.2% | -0.9% | -2.3% | -2.2% |
| 30D | -8.6% | -2.4% | -6.3% | -6.3% |
| 3M | -18.7% | -1.2% | -17.5% | -17.7% |
| 6M | +4.5% | +3.3% | +1.3% | -0.2% |
| YTD | -15.3% | +12.3% | -27.6% | -27.0% |
| 1Y | -19.9% | +12.4% | -32.3% | -31.0% |
| 3Y | +33.4% | +78.8% | -45.4% | -35.6% |
| 5Y | +87.4% | +75.2% | +12.2% | -7.5% |
| 10Y | +800.4% | +311.1% | +489.3% | +57.2% |
| All | +800.4% | +311.8% | +488.7% | +57.2% |
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