+1,486.2%
LSCC vs LPLA
+784.1%
+702.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.2% | +12.6% | +11.3% |
| 7D | +14.5% | -3.2% | +17.6% | +16.0% |
| 30D | -0.1% | -8.6% | +8.6% | +2.8% |
| 3M | -2.7% | -18.7% | +16.0% | +4.8% |
| 6M | -4.8% | +4.5% | -9.3% | -9.2% |
| YTD | +66.9% | -15.3% | +82.2% | +71.3% |
| 1Y | +85.8% | -19.9% | +105.7% | +95.8% |
| 3Y | +115.6% | +33.4% | +82.2% | +75.6% |
| 5Y | +48.8% | +87.4% | -38.6% | -0.2% |
| All | +1,486.2% | +784.1% | +702.1% | +542.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling