+54.4%
LPLA vs URA
+117.9%
-63.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -3.1% | +1.1% | -4.1% | -3.2% |
| 30D | -0.1% | +7.4% | -7.5% | -1.6% |
| 3M | +23.2% | -8.4% | +31.6% | +24.7% |
| 6M | +15.5% | -12.7% | +28.3% | +17.1% |
| YTD | +0.9% | +7.8% | -6.9% | -2.9% |
| 1Y | +0.2% | +19.5% | -19.3% | -7.7% |
| All | +54.4% | +117.9% | -63.5% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling