-87.0%
OPEN vs LPLA
+272.8%
-359.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.8% | -20.0% | -21.1% |
| 7D | -22.2% | +4.1% | -26.4% | -23.0% |
| 30D | -38.3% | -9.0% | -29.3% | -36.3% |
| 3M | -59.4% | -17.6% | -41.7% | -56.6% |
| 6M | -74.4% | -8.8% | -65.5% | -73.8% |
| YTD | -76.0% | -17.0% | -59.0% | -74.7% |
| 1Y | -78.7% | -20.4% | -58.2% | -77.1% |
| 3Y | -30.0% | +35.4% | -65.4% | -43.4% |
| 5Y | -93.7% | +79.7% | -173.5% | -95.7% |
| All | -87.0% | +272.8% | -359.9% | -90.5% |
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