-7.6%
M vs LPLA
+784.1%
-791.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.3% |
| 7D | -3.3% | -3.2% | -0.1% | -1.4% |
| 30D | +8.1% | -8.6% | +16.7% | +12.6% |
| 3M | +2.2% | -18.7% | +20.9% | +12.8% |
| 6M | +35.1% | +4.5% | +30.6% | +27.8% |
| YTD | +15.8% | -15.3% | +31.1% | +21.1% |
| 1Y | +25.8% | -19.9% | +45.7% | +35.7% |
| 3Y | +156.2% | +33.4% | +122.8% | +87.3% |
| 5Y | -2.4% | +87.4% | -89.8% | -46.0% |
| All | -7.6% | +784.1% | -791.6% | -77.5% |
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