-54.3%
S vs LPLA
+166.8%
-221.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.3% |
| 7D | -5.8% | -2.1% | -3.7% | -5.1% |
| 30D | -9.2% | -3.3% | -5.9% | -8.0% |
| 3M | +23.4% | +23.5% | -0.2% | +14.2% |
| 6M | +36.9% | +12.0% | +24.9% | +30.2% |
| YTD | +29.5% | -1.7% | +31.2% | +28.4% |
| 1Y | +5.4% | +3.2% | +2.2% | +2.1% |
| 3Y | +14.7% | +46.2% | -31.5% | -5.8% |
| 5Y | -71.5% | +144.9% | -216.4% | -82.1% |
| All | -54.3% | +166.8% | -221.1% | -70.2% |
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