+0.5%
M vs LPLA
+892.4%
-891.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.4% | +4.7% | +6.3% |
| 7D | +2.5% | +2.3% | +0.3% | +1.6% |
| 30D | +10.1% | -7.7% | +17.7% | +14.0% |
| 3M | -0.9% | -15.7% | +14.8% | +7.1% |
| 6M | +30.2% | +0.8% | +29.3% | +25.7% |
| YTD | +16.3% | -14.2% | +30.5% | +20.8% |
| 1Y | +27.0% | -17.9% | +44.9% | +35.0% |
| 3Y | +154.5% | +36.1% | +118.4% | +83.9% |
| 5Y | -1.1% | +90.3% | -91.4% | -45.7% |
| 10Y | +0.5% | +841.0% | -840.5% | -76.5% |
| All | +0.5% | +892.4% | -891.9% | -76.5% |
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