+70.0%
LQD vs LPLA
+1,275.5%
-1,205.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.2% | -2.1% | +2.3% | +0.2% |
| 30D | -0.6% | -3.3% | +2.8% | -0.6% |
| 3M | -1.2% | +23.5% | -24.7% | -1.2% |
| 6M | -1.9% | +12.0% | -13.9% | -1.9% |
| YTD | -1.3% | -1.7% | +0.4% | -1.3% |
| 1Y | -1.0% | +3.2% | -4.2% | -1.0% |
| 3Y | +15.2% | +46.2% | -31.0% | +15.4% |
| 5Y | -4.4% | +144.9% | -149.3% | -4.5% |
| 10Y | +22.6% | +1,195.1% | -1,172.5% | +24.2% |
| All | +70.0% | +1,275.5% | -1,205.5% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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