+215.7%
OMC vs LPLA
+1,049.0%
-833.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.4% |
| 7D | -0.3% | -2.8% | +2.5% | +0.5% |
| 30D | +10.6% | -10.2% | +20.8% | +13.6% |
| 3M | +2.6% | -22.3% | +24.9% | +9.5% |
| 6M | +16.6% | -0.5% | +17.1% | +15.8% |
| YTD | +10.9% | -17.9% | +28.8% | +15.1% |
| 1Y | +22.1% | -22.0% | +44.1% | +28.4% |
| 3Y | +27.5% | +29.4% | -1.9% | +11.3% |
| 5Y | +50.6% | +81.2% | -30.6% | +14.6% |
| 10Y | +51.7% | +773.4% | -721.7% | -28.0% |
| All | +215.7% | +1,049.0% | -833.3% | +20.6% |
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 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