+40.6%
S vs LPLA
+36.1%
+4.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.1% |
| 7D | -13.4% | +4.1% | -17.6% | -14.4% |
| 30D | -14.0% | -9.0% | -5.0% | -12.1% |
| 3M | +4.9% | -17.6% | +22.5% | +10.0% |
| 6M | +42.0% | -8.8% | +50.8% | +44.4% |
| YTD | +45.1% | -17.0% | +62.2% | +50.2% |
| 1Y | +33.1% | -20.4% | +53.5% | +39.6% |
| 3Y | +40.6% | +35.4% | +5.2% | +38.5% |
| All | +40.6% | +36.1% | +4.6% | +38.5% |
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 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