+1,502.1%
QLD vs LPLA
+758.1%
+744.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | +7.0% | -0.9% | +7.9% | +7.5% |
| 30D | -14.3% | -9.5% | -4.8% | -10.8% |
| 3M | -16.0% | -21.9% | +5.9% | -5.8% |
| 6M | -14.2% | -2.6% | -11.6% | -15.8% |
| YTD | +12.8% | -17.8% | +30.6% | +19.4% |
| 1Y | +14.1% | -21.2% | +35.2% | +23.7% |
| 3Y | +146.0% | +30.6% | +115.3% | +93.4% |
| 5Y | +82.0% | +81.3% | +0.7% | +11.6% |
| All | +1,502.1% | +758.1% | +744.1% | +368.8% |
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