+284.7%
P vs LPLA
+80.3%
+204.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +11.6% | -0.9% | +12.6% | +11.9% |
| 30D | -23.7% | -9.5% | -14.2% | -21.5% |
| 3M | -8.0% | -21.9% | +13.9% | 0.0% |
| 6M | +27.9% | -2.6% | +30.5% | +26.9% |
| YTD | +61.2% | -17.8% | +79.0% | +69.2% |
| 1Y | +28.6% | -21.2% | +49.8% | +37.2% |
| 3Y | +200.5% | +30.6% | +169.8% | +161.6% |
| All | +284.7% | +80.3% | +204.4% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling