+261.5%
RF vs LPLA
+892.4%
-630.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +0.2% |
| 7D | -0.1% | +2.3% | -2.4% | -1.5% |
| 30D | +7.0% | -7.7% | +14.7% | +10.7% |
| 3M | -7.0% | -15.7% | +8.7% | +1.0% |
| 6M | +6.8% | +0.8% | +5.9% | +3.2% |
| YTD | +9.9% | -14.2% | +24.1% | +15.0% |
| 1Y | +21.1% | -17.9% | +39.0% | +29.9% |
| 3Y | +119.6% | +36.1% | +83.5% | +57.5% |
| 5Y | +46.2% | +90.3% | -44.1% | -22.6% |
| 10Y | +261.5% | +841.0% | -579.5% | -28.6% |
| All | +261.5% | +892.4% | -630.9% | -28.6% |
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