+64.7%
M vs LPLA
+1,060.6%
-995.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -3.8% |
| 7D | -4.3% | +4.1% | -8.4% | -5.9% |
| 30D | +1.3% | -9.0% | +10.3% | +4.9% |
| 3M | -7.4% | -17.6% | +10.3% | -0.3% |
| 6M | +18.3% | -8.8% | +27.2% | +20.6% |
| YTD | +7.6% | -17.0% | +24.6% | +12.8% |
| 1Y | +17.4% | -20.4% | +37.8% | +25.4% |
| 3Y | +108.4% | +35.4% | +72.9% | +64.3% |
| 5Y | -10.6% | +79.7% | -90.4% | -39.7% |
| 10Y | -3.2% | +915.0% | -918.1% | -64.9% |
| All | +64.7% | +1,060.6% | -995.9% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling