-53.2%
S vs LPLA
+173.8%
-227.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -7.7% | -3.1% | -4.6% | -6.6% |
| 30D | -5.3% | -0.1% | -5.2% | -5.2% |
| 3M | +20.3% | +23.2% | -3.0% | +11.4% |
| 6M | +47.4% | +15.5% | +31.8% | +38.5% |
| YTD | +32.5% | +0.9% | +31.6% | +30.1% |
| 1Y | +9.5% | +0.2% | +9.4% | +7.1% |
| 3Y | +15.5% | +55.2% | -39.7% | -7.4% |
| 5Y | -71.2% | +145.4% | -216.6% | -82.1% |
| All | -53.2% | +173.8% | -227.0% | -69.8% |
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