+91.8%
QLD vs LPLA
+88.0%
+3.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.9% | +5.7% |
| 7D | -1.2% | -3.2% | +2.0% | +0.4% |
| 30D | -15.7% | -8.6% | -7.1% | -12.9% |
| 3M | -10.0% | -18.7% | +8.6% | -2.0% |
| 6M | -11.2% | +4.5% | -15.8% | -15.7% |
| YTD | +16.4% | -15.3% | +31.7% | +21.3% |
| 1Y | +12.7% | -19.9% | +32.5% | +21.1% |
| 3Y | +152.3% | +33.4% | +118.9% | +101.8% |
| 5Y | +91.8% | +87.4% | +4.4% | +5.8% |
| All | +91.8% | +88.0% | +3.8% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling