-20.0%
LVS vs LPLA
+3.8%
-23.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.3% |
| 7D | -3.5% | -1.5% | -1.9% | -3.3% |
| 30D | -6.2% | -6.0% | -0.2% | -5.5% |
| 3M | -14.8% | +24.0% | -38.9% | -17.6% |
| 6M | -20.9% | +17.0% | -37.8% | -22.6% |
| YTD | -33.0% | -0.7% | -32.4% | -32.5% |
| 1Y | -20.0% | +2.1% | -22.1% | -20.6% |
| All | -20.0% | +3.8% | -23.8% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling