+827.4%
ON vs LPLA
+1,049.0%
-221.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +1.7% |
| 7D | +17.0% | -2.8% | +19.8% | +18.7% |
| 30D | -3.9% | -10.2% | +6.3% | +0.7% |
| 3M | -11.5% | -22.3% | +10.8% | -0.2% |
| 6M | -29.2% | -0.5% | -28.7% | -30.3% |
| YTD | +36.2% | -17.9% | +54.0% | +44.4% |
| 1Y | +49.6% | -22.0% | +71.7% | +63.0% |
| 3Y | +9.4% | +29.4% | -20.0% | -14.7% |
| 5Y | +25.8% | +81.2% | -55.4% | -22.6% |
| 10Y | +557.1% | +773.4% | -216.3% | +82.1% |
| All | +827.4% | +1,049.0% | -221.6% | +89.6% |
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