+117.9%
RF vs LPLA
+33.3%
+84.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | -1.3% | -3.2% | +1.8% | -0.5% |
| 30D | +4.6% | -8.6% | +13.3% | +6.9% |
| 3M | -8.4% | -18.7% | +10.2% | -3.3% |
| 6M | +8.9% | +4.5% | +4.3% | +6.2% |
| YTD | +8.8% | -15.3% | +24.1% | +12.4% |
| 1Y | +18.9% | -19.9% | +38.8% | +24.8% |
| All | +117.9% | +33.3% | +84.6% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling