+16.7%
S vs LPLA
+54.7%
-38.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -7.7% | -3.1% | -4.6% | -6.8% |
| 30D | -5.3% | -0.1% | -5.2% | -5.2% |
| 3M | +20.3% | +23.2% | -3.0% | +13.1% |
| 6M | +47.4% | +15.5% | +31.8% | +40.3% |
| YTD | +32.5% | +0.9% | +31.6% | +30.8% |
| 1Y | +9.5% | +0.2% | +9.4% | +7.8% |
| All | +16.7% | +54.7% | -38.1% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling