-17.5%
LPLA vs URA
-30.3%
+12.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +4.1% |
| 7D | +3.6% | +0.3% | +3.3% | +3.6% |
| 30D | -6.8% | -14.8% | +8.0% | -5.1% |
| 3M | -17.0% | -25.3% | +8.3% | -14.4% |
| 6M | +1.8% | -39.9% | +41.8% | +8.9% |
| YTD | -13.4% | -22.4% | +9.0% | -16.3% |
| 1Y | -17.5% | -29.0% | +11.5% | -18.3% |
| All | -17.5% | -30.3% | +12.8% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling