+361.0%
ORLY vs LPLA
+1,251.7%
-890.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -2.4% | -1.5% | -0.8% | -2.0% |
| 30D | -6.8% | -6.0% | -0.8% | -5.6% |
| 3M | -4.8% | +24.0% | -28.8% | -9.0% |
| 6M | -9.1% | +17.0% | -26.1% | -12.3% |
| YTD | -5.9% | -0.7% | -5.2% | -6.7% |
| 1Y | -20.4% | +2.1% | -22.5% | -21.8% |
| 3Y | +36.6% | +48.7% | -12.1% | +19.8% |
| 5Y | +117.3% | +151.2% | -33.9% | +60.5% |
| All | +361.0% | +1,251.7% | -890.7% | +138.2% |
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