+1,497.9%
META vs LPLA
+1,103.2%
+394.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.1% |
| 7D | -3.1% | +7.6% | -10.8% | -5.1% |
| 30D | -18.1% | -9.5% | -8.6% | -16.3% |
| 3M | +2.9% | -16.3% | +19.2% | +7.1% |
| 6M | +0.2% | -8.0% | +8.2% | +1.4% |
| YTD | -8.1% | -15.5% | +7.4% | -5.6% |
| 1Y | -4.5% | -19.4% | +14.8% | -0.8% |
| 3Y | +94.2% | +39.7% | +54.5% | +70.9% |
| 5Y | +79.1% | +83.0% | -3.9% | +42.2% |
| 10Y | +405.9% | +933.4% | -527.5% | +157.7% |
| All | +1,497.9% | +1,103.2% | +394.7% | +647.9% |
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 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