+361.5%
SAN vs LPLA
+54.7%
+306.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.8% | -3.1% | +4.8% | +2.5% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | +19.7% | +23.2% | -3.5% | +14.1% |
| 6M | +30.6% | +15.5% | +15.1% | +26.0% |
| YTD | +28.8% | +0.9% | +28.0% | +27.6% |
| 1Y | +57.8% | +0.2% | +57.6% | +56.1% |
| All | +361.5% | +54.7% | +306.8% | +323.7% |
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