+1,195.4%
LPLA vs USFR
+28.0%
+1,167.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -6.0% | +0.3% | -6.3% | -6.5% |
| 3M | +21.4% | +1.0% | +20.4% | +19.2% |
| 6M | +12.1% | +1.9% | +10.1% | +8.1% |
| YTD | -1.8% | +2.7% | -4.5% | -6.6% |
| 1Y | +3.2% | +4.0% | -0.8% | -4.1% |
| 3Y | +45.9% | +14.0% | +31.9% | +13.6% |
| 5Y | +144.7% | +20.4% | +124.2% | +70.4% |
| All | +1,195.4% | +28.0% | +1,167.4% | +665.8% |
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