+85.8%
LSCC vs LPLA
+36.1%
+49.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.7% |
| 7D | +13.0% | +4.1% | +8.8% | +11.6% |
| 30D | -19.8% | -9.0% | -10.8% | -17.9% |
| 3M | -18.4% | -17.6% | -0.8% | -13.9% |
| 6M | -16.1% | -8.8% | -7.3% | -15.1% |
| YTD | +42.7% | -17.0% | +59.8% | +47.4% |
| 1Y | +68.0% | -20.4% | +88.4% | +77.2% |
| 3Y | +85.8% | +35.4% | +50.4% | +66.5% |
| All | +85.8% | +36.1% | +49.8% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling