+1,450.1%
QLD vs LPLA
+824.7%
+625.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.7% |
| 7D | -3.8% | +3.6% | -7.4% | -5.4% |
| 30D | -20.5% | -6.8% | -13.8% | -18.5% |
| 3M | -14.6% | -17.0% | +2.4% | -7.2% |
| 6M | -14.7% | +1.8% | -16.5% | -18.2% |
| YTD | +11.2% | -13.4% | +24.6% | +14.6% |
| 1Y | +7.1% | -17.5% | +24.6% | +13.5% |
| 3Y | +141.1% | +36.5% | +104.6% | +85.7% |
| 5Y | +84.3% | +92.6% | -8.4% | +9.7% |
| 10Y | +1,450.1% | +809.2% | +640.9% | +351.2% |
| All | +1,450.1% | +824.7% | +625.3% | +351.2% |
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