-62.8%
QS vs LPLA
+262.3%
-325.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.2% | -5.2% |
| 7D | -14.0% | -0.9% | -13.1% | -13.5% |
| 30D | -6.4% | -9.5% | +3.1% | -3.0% |
| 3M | -40.3% | -21.9% | -18.4% | -34.3% |
| 6M | -57.5% | -2.6% | -54.9% | -57.9% |
| YTD | -64.7% | -17.8% | -46.9% | -62.3% |
| 1Y | -72.9% | -21.2% | -51.7% | -70.5% |
| 3Y | -33.5% | +30.6% | -64.1% | -44.0% |
| 5Y | -90.5% | +81.3% | -171.9% | -93.5% |
| All | -62.8% | +262.3% | -325.1% | -76.6% |
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