+50.9%
O vs LPLA
+1,226.8%
-1,175.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -3.5% | -3.7% | +0.1% | -2.8% |
| 30D | -3.3% | -6.4% | +3.0% | -2.0% |
| 3M | -2.8% | +20.2% | -23.0% | -6.9% |
| 6M | -5.8% | +12.8% | -18.6% | -8.9% |
| YTD | +9.4% | -2.5% | +11.9% | +8.6% |
| 1Y | +5.7% | +1.9% | +3.7% | +3.4% |
| 3Y | +27.2% | +45.0% | -17.7% | +9.5% |
| 5Y | +17.2% | +146.6% | -129.4% | -19.6% |
| All | +50.9% | +1,226.8% | -1,175.9% | -22.6% |
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 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