+556.1%
ON vs LPLA
+797.0%
-240.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +8.0% | +7.1% |
| 7D | +3.3% | -3.2% | +6.5% | +5.5% |
| 30D | -3.1% | -8.6% | +5.5% | +1.1% |
| 3M | -9.2% | -18.7% | +9.4% | +1.2% |
| 6M | -31.4% | +4.5% | -35.9% | -34.6% |
| YTD | +36.0% | -15.3% | +51.3% | +42.3% |
| 1Y | +52.0% | -19.9% | +71.9% | +64.5% |
| 3Y | +9.3% | +33.4% | -24.1% | -20.8% |
| 5Y | +26.5% | +87.4% | -60.9% | -33.0% |
| 10Y | +556.1% | +800.4% | -244.3% | +46.4% |
| All | +556.1% | +797.0% | -240.9% | +46.4% |
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