+737.6%
LPLA vs USFR
+28.5%
+709.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.8% | +0.1% | -2.8% | -2.9% |
| 30D | -10.2% | +0.4% | -10.5% | -10.8% |
| 3M | -22.3% | +1.0% | -23.3% | -23.8% |
| 6M | -0.5% | +2.0% | -2.5% | -4.1% |
| YTD | -17.9% | +3.4% | -21.3% | -22.8% |
| 1Y | -22.0% | +4.1% | -26.1% | -27.6% |
| 3Y | +29.4% | +14.4% | +15.0% | +1.0% |
| 5Y | +81.2% | +21.4% | +59.8% | +26.0% |
| All | +737.6% | +28.5% | +709.1% | +419.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling