+27.4%
M vs LPLA
+145.4%
-118.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +4.7% | -3.1% | +7.8% | +6.1% |
| 30D | -9.6% | -0.1% | -9.6% | -9.8% |
| 3M | +0.9% | +23.2% | -22.4% | -8.6% |
| 6M | +22.3% | +15.5% | +6.7% | +13.1% |
| YTD | +6.5% | +0.9% | +5.6% | +4.0% |
| 1Y | +38.8% | +0.2% | +38.6% | +34.5% |
| 3Y | +115.9% | +55.2% | +60.7% | +57.8% |
| All | +27.4% | +145.4% | -118.0% | -39.9% |
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