+1,511.3%
META vs LPLA
+1,081.6%
+429.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -0.8% | +4.1% | -4.9% | -1.9% |
| 30D | -15.4% | -9.0% | -6.4% | -13.7% |
| 3M | +3.5% | -17.6% | +21.1% | +8.2% |
| 6M | -0.3% | -8.8% | +8.6% | +1.2% |
| YTD | -7.3% | -17.0% | +9.7% | -4.3% |
| 1Y | -1.1% | -20.4% | +19.3% | +3.1% |
| 3Y | +95.1% | +35.4% | +59.6% | +73.1% |
| 5Y | +80.6% | +79.7% | +0.8% | +44.1% |
| 10Y | +410.1% | +915.0% | -504.8% | +161.1% |
| All | +1,511.3% | +1,081.6% | +429.6% | +657.7% |
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