+591.8%
ON vs LPLA
+1,198.0%
-606.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | -1.9% | -1.5% | -0.3% | -1.0% |
| 30D | -11.0% | -6.0% | -5.1% | -7.9% |
| 3M | -39.3% | +21.4% | -60.7% | -46.1% |
| 6M | +19.8% | +12.1% | +7.8% | +9.7% |
| YTD | +31.1% | -1.8% | +32.9% | +27.5% |
| 1Y | +46.0% | +3.2% | +42.8% | +36.4% |
| 3Y | -27.5% | +45.9% | -73.5% | -48.9% |
| 5Y | +56.9% | +144.7% | -87.8% | -27.9% |
| 10Y | +591.8% | +1,222.4% | -630.6% | +44.9% |
| All | +591.8% | +1,198.0% | -606.2% | +44.9% |
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