+82.0%
LSCC vs LPLA
+145.4%
-63.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +1.3% | -3.1% | +4.4% | +2.6% |
| 30D | -9.7% | -0.1% | -9.6% | -9.8% |
| 3M | -23.7% | +23.2% | -46.9% | -31.0% |
| 6M | +26.5% | +15.5% | +10.9% | +16.4% |
| YTD | +57.5% | +0.9% | +56.6% | +52.3% |
| 1Y | +75.7% | +0.2% | +75.5% | +69.2% |
| 3Y | +19.5% | +55.2% | -35.8% | -9.2% |
| All | +82.0% | +145.4% | -63.4% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling