+206.3%
P vs LPLA
+29.3%
+177.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +4.5% |
| 7D | +17.8% | -2.8% | +20.6% | +18.9% |
| 30D | -29.9% | -10.2% | -19.7% | -27.5% |
| 3M | -1.2% | -22.3% | +21.1% | +7.9% |
| 6M | +32.1% | -0.5% | +32.6% | +29.7% |
| YTD | +64.3% | -17.9% | +82.2% | +73.0% |
| 1Y | +24.3% | -22.0% | +46.3% | +34.0% |
| All | +206.3% | +29.3% | +177.1% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling