+458.9%
ORCL vs LPLA
+1,047.9%
-588.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.2% |
| 7D | +10.4% | -2.9% | +13.2% | +11.1% |
| 30D | -11.2% | -10.2% | -1.0% | -9.6% |
| 3M | -16.8% | -22.3% | +5.6% | -12.0% |
| 6M | -31.5% | -0.6% | -30.9% | -32.5% |
| YTD | -33.9% | -17.9% | -16.0% | -31.9% |
| 1Y | -43.3% | -22.1% | -21.1% | -40.6% |
| 3Y | +16.5% | +29.3% | -12.8% | +4.8% |
| 5Y | +45.4% | +81.0% | -35.6% | +16.2% |
| 10Y | +274.0% | +772.5% | -498.5% | +88.0% |
| All | +458.9% | +1,047.9% | -588.9% | +138.5% |
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