-9.5%
M vs LPLA
+756.7%
-766.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.4% |
| 7D | +0.6% | -2.9% | +3.4% | +2.3% |
| 30D | +7.0% | -10.2% | +17.2% | +12.6% |
| 3M | +3.1% | -22.3% | +25.5% | +16.8% |
| 6M | +33.5% | -0.6% | +34.1% | +29.8% |
| YTD | +13.4% | -17.9% | +31.3% | +20.6% |
| 1Y | +22.4% | -22.1% | +44.5% | +34.1% |
| 3Y | +150.9% | +29.3% | +121.6% | +86.5% |
| 5Y | -3.0% | +81.0% | -84.1% | -45.3% |
| All | -9.5% | +756.7% | -766.2% | -77.6% |
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