+31.8%
OMC vs LPLA
+1,226.8%
-1,195.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.7% |
| 7D | -6.2% | -3.7% | -2.6% | -5.2% |
| 30D | -7.6% | -6.4% | -1.2% | -5.7% |
| 3M | +7.4% | +20.2% | -12.8% | +1.4% |
| 6M | +0.1% | +12.8% | -12.7% | -4.1% |
| YTD | +0.4% | -2.5% | +2.9% | -0.2% |
| 1Y | +7.8% | +1.9% | +5.8% | +5.0% |
| 3Y | +11.8% | +45.0% | -33.1% | -6.7% |
| 5Y | +32.5% | +146.6% | -114.2% | -12.7% |
| All | +31.8% | +1,226.8% | -1,195.0% | -42.6% |
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