+107.3%
META vs LPLA
+54.7%
+52.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | -3.1% | +9.8% | +7.6% |
| 30D | +4.8% | -0.1% | +4.8% | +4.7% |
| 3M | -1.6% | +23.2% | -24.9% | -7.4% |
| 6M | -7.5% | +15.5% | -23.0% | -11.8% |
| YTD | -6.4% | +0.9% | -7.3% | -7.9% |
| 1Y | -17.3% | +0.2% | -17.5% | -19.0% |
| All | +107.3% | +54.7% | +52.6% | +82.9% |
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 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