+2,122.9%
LSCC vs LPLA
+1,081.7%
+1,041.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.4% | -5.2% | -7.2% |
| 7D | -4.8% | +7.6% | -12.5% | -7.7% |
| 30D | -27.1% | -9.5% | -17.6% | -24.7% |
| 3M | -23.6% | -16.3% | -7.3% | -18.8% |
| 6M | -19.8% | -8.0% | -11.8% | -19.2% |
| YTD | +33.2% | -15.5% | +48.7% | +36.9% |
| 1Y | +55.2% | -19.4% | +74.6% | +62.9% |
| 3Y | +70.1% | +39.7% | +30.4% | +37.8% |
| 5Y | +19.5% | +83.0% | -63.5% | -16.3% |
| 10Y | +1,164.9% | +933.4% | +231.5% | +317.8% |
| All | +2,122.9% | +1,081.7% | +1,041.2% | +449.1% |
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