+742.5%
RF vs LPLA
+1,081.7%
-339.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.3% |
| 7D | -1.6% | +7.6% | -9.3% | -5.6% |
| 30D | +5.0% | -9.5% | +14.5% | +9.5% |
| 3M | -10.0% | -16.3% | +6.4% | -2.5% |
| 6M | +3.3% | -8.0% | +11.3% | +5.3% |
| YTD | +7.9% | -15.5% | +23.5% | +13.6% |
| 1Y | +21.2% | -19.4% | +40.6% | +30.8% |
| 3Y | +105.8% | +39.7% | +66.1% | +52.0% |
| 5Y | +43.7% | +83.0% | -39.3% | -13.3% |
| 10Y | +289.4% | +933.4% | -644.0% | -5.6% |
| All | +742.5% | +1,081.7% | -339.2% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling