+487.8%
LYB vs LPLA
+1,263.8%
-776.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -0.7% | -3.7% | +2.9% | +0.7% |
| 30D | +1.5% | -6.4% | +7.9% | +4.0% |
| 3M | -0.3% | +20.2% | -20.5% | -8.1% |
| 6M | +0.1% | +12.8% | -12.8% | -6.6% |
| YTD | +53.4% | -2.5% | +55.9% | +51.2% |
| 1Y | +25.6% | +1.9% | +23.7% | +20.9% |
| 3Y | -21.3% | +45.0% | -66.3% | -37.8% |
| 5Y | -2.4% | +146.6% | -149.0% | -42.5% |
| 10Y | +48.8% | +1,213.6% | -1,164.8% | -56.4% |
| All | +487.8% | +1,263.8% | -776.0% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling