+469.1%
P vs LPLA
+767.0%
-297.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.2% |
| 7D | -23.8% | +4.1% | -28.0% | -25.2% |
| 30D | -36.6% | -9.0% | -27.6% | -34.9% |
| 3M | +10.9% | -17.6% | +28.5% | +18.2% |
| 6M | +30.0% | -8.8% | +38.8% | +32.1% |
| YTD | +44.4% | -17.0% | +61.4% | +51.0% |
| 1Y | +3.9% | -20.4% | +24.3% | +10.4% |
| 3Y | +176.6% | +35.4% | +141.2% | +133.9% |
| 5Y | +249.3% | +79.7% | +169.5% | +153.0% |
| 10Y | +726.9% | +915.0% | -188.0% | +244.8% |
| All | +469.1% | +767.0% | -297.9% | +134.9% |
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 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