+139.3%
LTH vs LPLA
+118.2%
+21.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.0% |
| 7D | +1.5% | -2.1% | +3.6% | +2.1% |
| 30D | -3.1% | -3.3% | +0.3% | -2.2% |
| 3M | +28.1% | +23.5% | +4.6% | +19.9% |
| 6M | +67.4% | +12.0% | +55.4% | +60.7% |
| YTD | +59.8% | -1.7% | +61.5% | +58.7% |
| 1Y | +45.6% | +3.2% | +42.4% | +41.5% |
| 3Y | +162.0% | +46.2% | +115.8% | +120.2% |
| All | +139.3% | +118.2% | +21.0% | +52.2% |
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