+42.6%
RF vs LPLA
+81.7%
-39.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.8% |
| 7D | -1.6% | +7.6% | -9.3% | -4.6% |
| 30D | +5.0% | -9.5% | +14.5% | +8.6% |
| 3M | -10.0% | -16.3% | +6.4% | -4.1% |
| 6M | +3.3% | -8.0% | +11.3% | +5.2% |
| YTD | +7.9% | -15.5% | +23.5% | +12.8% |
| 1Y | +21.2% | -19.4% | +40.6% | +29.2% |
| 3Y | +105.8% | +39.7% | +66.1% | +60.2% |
| All | +42.6% | +81.7% | -39.1% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling