+444.1%
META vs LPLA
+817.5%
-373.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +3.3% | +3.6% | -0.4% | +2.2% |
| 30D | -10.8% | -6.8% | -4.0% | -9.3% |
| 3M | +7.9% | -17.0% | +24.9% | +13.2% |
| 6M | +5.4% | +1.8% | +3.6% | +3.7% |
| YTD | -2.6% | -13.4% | +10.8% | -0.4% |
| 1Y | +1.9% | -17.5% | +19.4% | +5.6% |
| 3Y | +97.0% | +36.5% | +60.5% | +71.0% |
| 5Y | +97.6% | +92.6% | +5.0% | +47.5% |
| All | +444.1% | +817.5% | -373.5% | +171.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling