+191.9%
OMC vs LPLA
+1,275.5%
-1,083.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.1% |
| 7D | -5.8% | -2.1% | -3.7% | -5.2% |
| 30D | -4.8% | -3.3% | -1.5% | -3.9% |
| 3M | +9.2% | +23.5% | -14.3% | +2.8% |
| 6M | -2.5% | +12.0% | -14.5% | -6.1% |
| YTD | +2.6% | -1.7% | +4.2% | +1.8% |
| 1Y | +5.9% | +3.2% | +2.7% | +3.1% |
| 3Y | +14.2% | +46.2% | -32.0% | -3.1% |
| 5Y | +33.2% | +144.9% | -111.7% | -6.7% |
| 10Y | +33.4% | +1,195.1% | -1,161.7% | -42.6% |
| All | +191.9% | +1,275.5% | -1,083.6% | +6.6% |
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