+580.4%
LPLA vs USFR
+28.6%
+551.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -9.5% | +0.4% | -9.9% | -9.7% |
| 3M | -21.9% | +1.1% | -22.9% | -22.4% |
| 6M | -2.6% | +2.0% | -4.6% | -3.8% |
| YTD | -17.8% | +3.5% | -21.3% | -19.5% |
| 1Y | -21.2% | +4.1% | -25.3% | -23.0% |
| 3Y | +30.6% | +14.4% | +16.3% | +20.7% |
| 5Y | +81.3% | +21.4% | +59.9% | +61.8% |
| 10Y | +773.9% | +28.6% | +745.4% | +659.7% |
| All | +580.4% | +28.6% | +551.8% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling