+32.0%
Q vs LPLA
+2.5%
+29.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +6.6% | -1.5% | +8.2% | +6.9% |
| 30D | -6.6% | -6.0% | -0.6% | -5.5% |
| 3M | -13.2% | +21.4% | -34.6% | -17.4% |
| 6M | +9.9% | +12.1% | -2.1% | +6.7% |
| YTD | +53.9% | -1.8% | +55.8% | +53.5% |
| All | +32.0% | +2.5% | +29.5% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling