+50.6%
LYB vs LPLA
-16.5%
+67.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.6% | -9.4% | -4.7% |
| 7D | -6.2% | +15.7% | -21.9% | -6.4% |
| 30D | +6.3% | -6.2% | +12.5% | +6.7% |
| 3M | +4.1% | -12.0% | +16.1% | +4.7% |
| 6M | -15.5% | -2.7% | -12.7% | -15.1% |
| YTD | +50.2% | -12.5% | +62.8% | +55.6% |
| 1Y | +50.6% | -16.5% | +67.1% | +61.2% |
| All | +50.6% | -16.5% | +67.1% | +61.2% |
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