+102.0%
META vs LPLA
+37.6%
+64.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +4.2% |
| 7D | +5.7% | +2.3% | +3.4% | +5.1% |
| 30D | -10.8% | -7.7% | -3.1% | -9.2% |
| 3M | +8.4% | -15.7% | +24.1% | +12.9% |
| 6M | +5.4% | +0.8% | +4.6% | +4.1% |
| YTD | -2.6% | -14.2% | +11.6% | -0.4% |
| 1Y | +3.5% | -17.9% | +21.4% | +7.2% |
| 3Y | +102.0% | +36.1% | +65.9% | +81.6% |
| All | +102.0% | +37.6% | +64.4% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling