-75.4%
QS vs LPLA
+142.4%
-217.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -5.0% | -3.7% | -1.3% | -3.4% |
| 30D | -18.3% | -6.4% | -11.9% | -16.0% |
| 3M | -26.0% | +20.2% | -46.2% | -32.6% |
| 6M | -24.0% | +12.8% | -36.9% | -29.3% |
| YTD | -50.3% | -2.5% | -47.8% | -50.3% |
| 1Y | -38.0% | +1.9% | -39.9% | -39.1% |
| 3Y | -24.6% | +45.0% | -69.6% | -39.4% |
| 5Y | -75.4% | +146.6% | -222.0% | -88.5% |
| All | -75.4% | +142.4% | -217.8% | -88.5% |
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