+2,057.9%
ORLY vs LPLA
+1,263.8%
+794.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -2.1% | -3.7% | +1.5% | -1.5% |
| 30D | -7.6% | -6.4% | -1.3% | -6.5% |
| 3M | -5.5% | +20.2% | -25.7% | -8.8% |
| 6M | -9.7% | +12.8% | -22.6% | -12.1% |
| YTD | -6.2% | -2.5% | -3.7% | -6.6% |
| 1Y | -18.6% | +1.9% | -20.6% | -19.9% |
| 3Y | +33.8% | +45.0% | -11.1% | +20.0% |
| 5Y | +116.5% | +146.6% | -30.1% | +68.9% |
| 10Y | +361.0% | +1,213.6% | -852.6% | +155.7% |
| All | +2,057.9% | +1,263.8% | +794.0% | +1,067.1% |
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