+230.9%
QCOM vs LPLA
+892.4%
-661.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.5% |
| 7D | +5.8% | +2.3% | +3.5% | +5.1% |
| 30D | -2.3% | -7.7% | +5.4% | -0.2% |
| 3M | +2.7% | -15.7% | +18.4% | +7.7% |
| 6M | -21.0% | +0.8% | -21.9% | -22.8% |
| YTD | +1.8% | -14.2% | +16.0% | +4.4% |
| 1Y | +2.4% | -17.9% | +20.3% | +6.7% |
| 3Y | +52.1% | +36.1% | +16.1% | +28.6% |
| 5Y | +14.6% | +90.3% | -75.7% | -17.6% |
| 10Y | +230.9% | +841.0% | -610.1% | +54.7% |
| All | +230.9% | +892.4% | -661.6% | +54.7% |
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