+1,351.8%
QLD vs LPLA
+902.8%
+449.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.5% |
| 7D | -10.3% | +4.1% | -14.4% | -12.2% |
| 30D | -26.1% | -9.0% | -17.0% | -23.2% |
| 3M | -17.8% | -17.6% | -0.1% | -10.4% |
| 6M | -15.6% | -8.8% | -6.7% | -14.2% |
| YTD | +5.4% | -17.0% | +22.4% | +11.0% |
| 1Y | +5.2% | -20.4% | +25.6% | +13.5% |
| 3Y | +139.4% | +35.4% | +104.0% | +85.3% |
| 5Y | +66.7% | +79.7% | -13.0% | +3.8% |
| All | +1,351.8% | +902.8% | +449.0% | +359.9% |
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