-3.3%
LVS vs LPLA
+1,251.7%
-1,255.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | -0.2% |
| 7D | -3.5% | -1.5% | -1.9% | -2.9% |
| 30D | -6.2% | -6.0% | -0.2% | -3.9% |
| 3M | -14.8% | +24.0% | -38.9% | -22.8% |
| 6M | -20.9% | +17.0% | -37.8% | -27.0% |
| YTD | -33.0% | -0.7% | -32.4% | -34.2% |
| 1Y | -20.0% | +2.1% | -22.1% | -23.0% |
| 3Y | -6.9% | +48.7% | -55.6% | -28.3% |
| 5Y | +9.1% | +151.2% | -142.1% | -38.8% |
| All | -3.3% | +1,251.7% | -1,255.0% | -68.9% |
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