-17.5%
RUN vs LPLA
+787.7%
-805.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.3% | -3.1% | +4.3% | +2.3% |
| 30D | -15.3% | -0.1% | -15.2% | -15.4% |
| 3M | -40.0% | +23.2% | -63.2% | -44.6% |
| 6M | -27.0% | +15.5% | -42.5% | -31.7% |
| YTD | -51.7% | +0.9% | -52.6% | -52.2% |
| 1Y | -45.9% | +0.2% | -46.1% | -46.6% |
| 3Y | -43.8% | +55.2% | -99.0% | -55.8% |
| 5Y | -80.5% | +145.4% | -225.9% | -87.7% |
| 10Y | +45.3% | +1,229.7% | -1,184.4% | -43.9% |
| All | -17.5% | +787.7% | -805.1% | -61.7% |
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