+156.6%
LTH vs LPLA
+82.3%
+74.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.3% |
| 7D | -4.6% | -2.8% | -1.9% | -3.9% |
| 30D | +14.8% | -10.2% | +25.0% | +17.8% |
| 3M | +3.9% | -22.3% | +26.2% | +10.8% |
| 6M | +35.5% | -0.5% | +36.0% | +33.8% |
| YTD | +71.3% | -17.9% | +89.2% | +77.8% |
| 1Y | +75.7% | -22.0% | +97.7% | +85.2% |
| 3Y | +231.9% | +29.4% | +202.5% | +184.4% |
| 5Y | +130.5% | +81.2% | +49.2% | +53.6% |
| All | +156.6% | +82.3% | +74.3% | +70.6% |
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