+148.9%
LPLA vs URA
+128.0%
+20.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -3.1% | +1.1% | -4.1% | -3.3% |
| 30D | -0.1% | +7.4% | -7.5% | -2.0% |
| 3M | +23.2% | -8.4% | +31.6% | +24.9% |
| 6M | +15.5% | -12.7% | +28.3% | +17.3% |
| YTD | +0.9% | +7.8% | -6.9% | -3.8% |
| 1Y | +0.2% | +19.5% | -19.3% | -8.7% |
| 3Y | +55.2% | +116.4% | -61.2% | +13.5% |
| All | +148.9% | +128.0% | +20.9% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling