+36.3%
M vs LPLA
+4.5%
+31.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.3% |
| 7D | +2.4% | -2.1% | +4.4% | +2.6% |
| 30D | -11.6% | -3.3% | -8.3% | -11.3% |
| 3M | +1.6% | +23.5% | -21.9% | -1.1% |
| 6M | +25.2% | +12.0% | +13.2% | +24.2% |
| YTD | +3.8% | -1.7% | +5.4% | +5.4% |
| 1Y | +36.3% | +3.2% | +33.1% | +38.4% |
| All | +36.3% | +4.5% | +31.8% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling