+1,352.3%
LSCC vs LPLA
+824.7%
+527.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.7% |
| 7D | +5.0% | +3.6% | +1.4% | +3.6% |
| 30D | -11.7% | -6.8% | -5.0% | -9.9% |
| 3M | -13.3% | -17.0% | +3.7% | -7.3% |
| 6M | -12.5% | +1.8% | -14.4% | -15.6% |
| YTD | +51.2% | -13.4% | +64.6% | +53.9% |
| 1Y | +65.9% | -17.5% | +83.4% | +72.8% |
| 3Y | +95.3% | +36.5% | +58.9% | +57.9% |
| 5Y | +38.6% | +92.6% | -54.0% | -7.9% |
| 10Y | +1,352.3% | +809.2% | +543.2% | +488.0% |
| All | +1,352.3% | +824.7% | +527.6% | +488.0% |
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