-44.6%
QS vs LPLA
+344.7%
-389.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -2.3% | -3.1% | +0.7% | -1.0% |
| 30D | -0.7% | -0.1% | -0.6% | -0.8% |
| 3M | -39.6% | +23.2% | -62.9% | -45.3% |
| 6M | -21.7% | +15.5% | -37.3% | -27.6% |
| YTD | -47.4% | +0.9% | -48.3% | -48.1% |
| 1Y | -28.4% | +0.2% | -28.5% | -29.2% |
| 3Y | -22.6% | +55.2% | -77.8% | -38.7% |
| 5Y | -75.6% | +145.4% | -221.0% | -85.0% |
| All | -44.6% | +344.7% | -389.3% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling