-89.0%
OPEN vs LPLA
+269.4%
-358.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -15.0% | -0.9% | -14.1% | -14.7% |
| 30D | -40.2% | -9.5% | -30.7% | -38.1% |
| 3M | -67.4% | -21.9% | -45.5% | -64.5% |
| 6M | -74.0% | -2.6% | -71.4% | -74.1% |
| YTD | -79.6% | -17.8% | -61.8% | -78.4% |
| 1Y | -86.1% | -21.2% | -64.9% | -85.0% |
| 3Y | -41.4% | +30.6% | -72.0% | -51.8% |
| 5Y | -94.9% | +81.3% | -176.2% | -96.5% |
| All | -89.0% | +269.4% | -358.3% | -91.9% |
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