+47.0%
QCOM vs LPLA
+36.1%
+10.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.0% |
| 7D | +0.4% | +4.1% | -3.8% | -0.6% |
| 30D | -6.6% | -9.0% | +2.4% | -4.6% |
| 3M | +3.7% | -17.6% | +21.3% | +8.4% |
| 6M | -13.3% | -8.8% | -4.5% | -12.5% |
| YTD | -1.8% | -17.0% | +15.2% | +1.6% |
| 1Y | -2.5% | -20.4% | +17.9% | +2.3% |
| 3Y | +47.0% | +35.4% | +11.5% | +38.6% |
| All | +47.0% | +36.1% | +10.9% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling