+1,534.5%
LYV vs LPLA
+1,289.5%
+245.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.7% |
| 7D | -1.9% | -1.5% | -0.4% | -1.3% |
| 30D | -8.2% | -6.0% | -2.2% | -5.9% |
| 3M | -1.3% | +24.0% | -25.3% | -10.5% |
| 6M | +2.6% | +17.0% | -14.4% | -5.6% |
| YTD | +19.4% | -0.7% | +20.1% | +16.3% |
| 1Y | -2.2% | +2.1% | -4.4% | -6.5% |
| 3Y | +106.0% | +48.7% | +57.4% | +60.9% |
| 5Y | +97.7% | +151.2% | -53.6% | +16.3% |
| 10Y | +560.5% | +1,238.3% | -677.7% | +98.7% |
| All | +1,534.5% | +1,289.5% | +245.0% | +328.3% |
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