+81.0%
LPLA vs URA
+33.4%
+47.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.8% |
| 7D | +4.1% | -4.1% | +8.3% | +5.1% |
| 30D | -9.0% | -19.0% | +10.0% | -4.7% |
| 3M | -17.6% | -25.1% | +7.5% | -12.4% |
| 6M | -8.8% | -44.5% | +35.7% | +3.8% |
| YTD | -17.0% | -24.3% | +7.3% | -14.6% |
| 1Y | -20.4% | -28.1% | +7.7% | -17.1% |
| 3Y | +35.4% | +40.7% | -5.3% | +6.7% |
| All | +81.0% | +33.4% | +47.6% | +44.3% |
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 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