-5.8%
LVS vs LPLA
+44.8%
-50.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | -4.7% | -6.0% | +1.3% | -3.6% |
| 3M | -15.6% | +21.4% | -36.9% | -19.0% |
| 6M | -18.6% | +12.1% | -30.7% | -20.8% |
| YTD | -32.3% | -1.8% | -30.4% | -32.3% |
| 1Y | -18.0% | +3.2% | -21.2% | -19.3% |
| All | -5.8% | +44.8% | -50.7% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling