+462.9%
META vs LPLA
+758.1%
-295.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +5.2% | -0.9% | +6.1% | +5.5% |
| 30D | -13.0% | -9.5% | -3.5% | -10.8% |
| 3M | +7.9% | -21.9% | +29.8% | +15.3% |
| 6M | +4.2% | -2.6% | +6.9% | +4.0% |
| YTD | -2.5% | -17.8% | +15.3% | +1.3% |
| 1Y | +5.6% | -21.2% | +26.7% | +11.0% |
| 3Y | +96.8% | +30.6% | +66.2% | +72.9% |
| 5Y | +90.0% | +81.3% | +8.7% | +44.1% |
| All | +462.9% | +758.1% | -295.1% | +177.0% |
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