+340.4%
RF vs LPLA
+1,257.9%
-917.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.3% | -3.1% | +4.4% | +3.1% |
| 30D | -3.6% | -0.1% | -3.5% | -3.7% |
| 3M | +8.1% | +23.2% | -15.1% | -5.2% |
| 6M | +11.5% | +15.5% | -4.1% | +0.5% |
| YTD | +15.6% | +0.9% | +14.7% | +11.9% |
| 1Y | +15.7% | +0.2% | +15.5% | +10.8% |
| 3Y | +86.9% | +55.2% | +31.7% | +26.9% |
| 5Y | +89.8% | +145.4% | -55.6% | -12.2% |
| All | +340.4% | +1,257.9% | -917.4% | -23.0% |
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