+46.3%
LYB vs LPLA
+1,251.7%
-1,205.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.7% |
| 7D | +0.3% | -1.5% | +1.8% | +0.9% |
| 30D | +2.5% | -6.0% | +8.5% | +4.9% |
| 3M | +1.4% | +24.0% | -22.7% | -8.1% |
| 6M | -3.5% | +17.0% | -20.5% | -11.5% |
| YTD | +52.0% | -0.7% | +52.7% | +48.5% |
| 1Y | +22.1% | +2.1% | +19.9% | +17.2% |
| 3Y | -22.8% | +48.7% | -71.5% | -40.8% |
| 5Y | -3.4% | +151.2% | -154.6% | -47.2% |
| All | +46.3% | +1,251.7% | -1,205.4% | -56.3% |
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