+298.4%
SAN vs LPLA
+80.3%
+218.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +4.0% | -0.9% | +4.9% | +4.4% |
| 30D | -7.8% | -9.5% | +1.7% | -4.7% |
| 3M | -16.4% | -21.9% | +5.5% | -9.2% |
| 6M | +3.5% | -2.6% | +6.1% | +3.7% |
| YTD | +6.7% | -17.8% | +24.5% | +12.4% |
| 1Y | +14.5% | -21.2% | +35.7% | +22.4% |
| 3Y | +243.5% | +30.6% | +212.9% | +184.6% |
| All | +298.4% | +80.3% | +218.0% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling