+25.6%
M vs LPLA
-18.3%
+43.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.4% | +4.7% | +7.5% |
| 7D | +2.5% | +2.3% | +0.3% | +2.3% |
| 30D | +10.1% | -7.7% | +17.7% | +10.8% |
| 3M | -0.9% | -15.7% | +14.8% | +0.9% |
| 6M | +30.2% | +0.8% | +29.3% | +30.0% |
| YTD | +16.3% | -14.2% | +30.5% | +19.8% |
| All | +25.6% | -18.3% | +43.9% | +32.8% |
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