+735.2%
LPLA vs USFR
+27.5%
+707.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | +0.1% | -3.1% | -3.1% |
| 30D | -0.1% | +0.3% | -0.4% | -0.3% |
| 3M | +23.2% | +1.0% | +22.2% | +22.5% |
| 6M | +15.5% | +1.9% | +13.6% | +14.2% |
| YTD | +0.9% | +2.6% | -1.7% | -0.6% |
| 1Y | +0.2% | +4.0% | -3.8% | -2.1% |
| 3Y | +55.2% | +14.1% | +41.1% | +43.6% |
| 5Y | +145.4% | +20.4% | +125.0% | +120.1% |
| 10Y | +1,229.7% | +28.0% | +1,201.6% | +1,060.7% |
| All | +735.2% | +27.5% | +707.6% | +634.7% |
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 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