-47.8%
S vs LPLA
+123.0%
-170.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | -2.7% | -9.5% | +6.8% | +0.1% |
| 3M | -6.9% | -21.9% | +15.0% | +0.7% |
| 6M | +38.1% | -2.6% | +40.7% | +37.3% |
| YTD | +48.0% | -17.8% | +65.8% | +54.6% |
| 1Y | +34.5% | -21.2% | +55.6% | +42.6% |
| 3Y | +38.3% | +30.6% | +7.7% | +16.4% |
| 5Y | -70.9% | +81.3% | -152.2% | -80.9% |
| All | -47.8% | +123.0% | -170.8% | -64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling