+558.6%
QQQ vs LPLA
+1,251.7%
-693.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.4% |
| 7D | -0.6% | -1.5% | +1.0% | -0.2% |
| 30D | -1.2% | -6.0% | +4.8% | +0.4% |
| 3M | -0.2% | +24.0% | -24.2% | -6.2% |
| 6M | +17.9% | +17.0% | +0.9% | +12.0% |
| YTD | +16.6% | -0.7% | +17.3% | +15.3% |
| 1Y | +23.0% | +2.1% | +20.9% | +20.2% |
| 3Y | +92.9% | +48.7% | +44.3% | +66.4% |
| 5Y | +95.6% | +151.2% | -55.6% | +39.8% |
| All | +558.6% | +1,251.7% | -693.1% | +227.6% |
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 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