+245.8%
QCOM vs LPLA
+797.0%
-551.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.5% |
| 7D | +2.0% | -3.2% | +5.1% | +3.1% |
| 30D | +1.2% | -8.6% | +9.9% | +3.7% |
| 3M | +9.1% | -18.7% | +27.8% | +16.0% |
| 6M | -25.0% | +4.5% | -29.5% | -27.5% |
| YTD | +4.8% | -15.3% | +20.2% | +7.9% |
| 1Y | +3.6% | -19.9% | +23.5% | +8.8% |
| 3Y | +51.5% | +33.4% | +18.1% | +28.8% |
| 5Y | +19.7% | +87.4% | -67.7% | -13.7% |
| 10Y | +245.8% | +800.4% | -554.6% | +58.1% |
| All | +245.8% | +797.0% | -551.2% | +58.1% |
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 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