+234.8%
LUV vs LPLA
+1,273.0%
-1,038.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.7% | -1.5% | +2.2% | +1.2% |
| 30D | -13.4% | -6.0% | -7.5% | -11.5% |
| 3M | -9.6% | +21.4% | -31.0% | -16.2% |
| 6M | -8.9% | +12.1% | -21.0% | -13.5% |
| YTD | -5.2% | -1.8% | -3.3% | -6.2% |
| 1Y | +27.0% | +3.2% | +23.8% | +22.8% |
| 3Y | +39.6% | +45.9% | -6.3% | +15.5% |
| 5Y | -14.4% | +144.7% | -159.1% | -43.7% |
| 10Y | +17.3% | +1,222.4% | -1,205.2% | -55.3% |
| All | +234.8% | +1,273.0% | -1,038.3% | +14.7% |
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