-87.9%
OPEN vs LPLA
+289.2%
-377.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -7.5% |
| 7D | -24.7% | +3.6% | -28.4% | -25.4% |
| 30D | -41.0% | -6.8% | -34.2% | -39.6% |
| 3M | -62.4% | -17.0% | -45.3% | -60.0% |
| 6M | -73.9% | +1.8% | -75.7% | -74.4% |
| YTD | -77.5% | -13.4% | -64.1% | -76.7% |
| 1Y | -83.6% | -17.5% | -66.1% | -82.6% |
| 3Y | -37.0% | +36.5% | -73.5% | -49.0% |
| 5Y | -93.3% | +92.6% | -185.9% | -95.5% |
| All | -87.9% | +289.2% | -377.1% | -91.2% |
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