+485.4%
P vs LPLA
+954.3%
-468.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +6.5% | -3.1% | +9.6% | +7.8% |
| 30D | +18.8% | -0.1% | +18.9% | +18.8% |
| 3M | +26.7% | +23.2% | +3.5% | +16.2% |
| 6M | +62.2% | +15.5% | +46.6% | +50.9% |
| YTD | +48.5% | +0.9% | +47.6% | +45.5% |
| 1Y | +26.4% | +0.2% | +26.2% | +23.2% |
| 3Y | +159.4% | +55.2% | +104.2% | +110.0% |
| 5Y | +275.8% | +145.4% | +130.4% | +143.1% |
| 10Y | +732.0% | +1,229.7% | -497.6% | +220.9% |
| All | +485.4% | +954.3% | -468.9% | +126.3% |
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