+239.8%
RF vs LPLA
+824.7%
-584.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.4% |
| 7D | +0.3% | +3.6% | -3.3% | -1.8% |
| 30D | +6.2% | -6.8% | +12.9% | +9.2% |
| 3M | -7.8% | -17.0% | +9.2% | +1.0% |
| 6M | +5.9% | +1.8% | +4.1% | +1.8% |
| YTD | +9.0% | -13.4% | +22.4% | +13.4% |
| 1Y | +19.3% | -17.5% | +36.8% | +27.6% |
| 3Y | +116.4% | +36.5% | +80.0% | +55.1% |
| 5Y | +46.0% | +92.6% | -46.6% | -23.1% |
| 10Y | +239.8% | +809.2% | -569.4% | -31.2% |
| All | +239.8% | +824.7% | -584.9% | -31.2% |
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