+46.0%
RF vs LPLA
+88.0%
-41.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.7% |
| 7D | -1.3% | -3.2% | +1.8% | -0.1% |
| 30D | +4.6% | -8.6% | +13.3% | +7.7% |
| 3M | -8.4% | -18.7% | +10.2% | -1.3% |
| 6M | +8.9% | +4.5% | +4.3% | +4.8% |
| YTD | +8.8% | -15.3% | +24.1% | +13.6% |
| 1Y | +18.9% | -19.9% | +38.8% | +27.1% |
| 3Y | +116.0% | +33.4% | +82.6% | +72.8% |
| 5Y | +46.0% | +87.4% | -41.4% | -12.9% |
| All | +46.0% | +88.0% | -41.9% | -12.9% |
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