+1,186.7%
LPLA vs URA
+361.2%
+825.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.6% |
| 7D | -3.7% | -1.5% | -2.1% | -3.3% |
| 30D | -6.4% | -0.4% | -6.0% | -6.6% |
| 3M | +20.2% | +6.3% | +13.9% | +16.5% |
| 6M | +12.8% | -14.0% | +26.8% | +15.5% |
| YTD | -2.5% | +5.3% | -7.8% | -8.1% |
| 1Y | +1.9% | +11.7% | -9.7% | -8.0% |
| 3Y | +45.0% | +109.8% | -64.8% | -3.1% |
| 5Y | +146.6% | +108.0% | +38.7% | +54.8% |
| All | +1,186.7% | +361.2% | +825.5% | +409.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded URA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling