-10.3%
M vs LPLA
+78.4%
-88.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -3.9% |
| 7D | -4.3% | +4.1% | -8.4% | -5.7% |
| 30D | +1.3% | -9.0% | +10.3% | +4.6% |
| 3M | -7.4% | -17.6% | +10.3% | -0.7% |
| 6M | +18.3% | -8.8% | +27.2% | +20.6% |
| YTD | +7.6% | -17.0% | +24.6% | +12.9% |
| 1Y | +17.4% | -20.4% | +37.8% | +25.5% |
| 3Y | +108.4% | +35.4% | +72.9% | +58.1% |
| All | -10.3% | +78.4% | -88.7% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling