+17.5%
LUV vs LPLA
+1,251.7%
-1,234.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.7% |
| 7D | -1.0% | -1.5% | +0.6% | -0.3% |
| 30D | -12.4% | -6.0% | -6.3% | -10.1% |
| 3M | -11.0% | +24.0% | -35.0% | -19.0% |
| 6M | -5.0% | +17.0% | -22.0% | -12.0% |
| YTD | -3.8% | -0.7% | -3.1% | -5.4% |
| 1Y | +25.9% | +2.1% | +23.8% | +21.6% |
| 3Y | +42.2% | +48.7% | -6.4% | +12.8% |
| 5Y | -10.8% | +151.2% | -162.0% | -47.3% |
| All | +17.5% | +1,251.7% | -1,234.2% | -59.8% |
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