+246.0%
ORCL vs LPLA
+824.7%
-578.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -6.5% | +3.6% | -10.2% | -7.4% |
| 30D | -16.6% | -6.8% | -9.8% | -15.8% |
| 3M | -21.6% | -17.0% | -4.6% | -18.3% |
| 6M | -39.4% | +1.8% | -41.2% | -40.7% |
| YTD | -38.7% | -13.4% | -25.3% | -37.5% |
| 1Y | -50.4% | -17.5% | -32.8% | -48.7% |
| 3Y | +8.1% | +36.5% | -28.4% | -4.5% |
| 5Y | +34.5% | +92.6% | -58.1% | +4.3% |
| 10Y | +246.0% | +809.2% | -563.2% | +84.6% |
| All | +246.0% | +824.7% | -578.7% | +84.6% |
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 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