+195.5%
SAN vs LPLA
+1,311.2%
-1,115.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.8% | -3.1% | +4.8% | +3.2% |
| 30D | +2.0% | -0.1% | +2.1% | +1.9% |
| 3M | +19.7% | +23.2% | -3.5% | +8.7% |
| 6M | +30.6% | +15.5% | +15.1% | +21.1% |
| YTD | +28.8% | +0.9% | +28.0% | +25.9% |
| 1Y | +57.8% | +0.2% | +57.6% | +53.1% |
| 3Y | +338.1% | +55.2% | +282.9% | +228.9% |
| 5Y | +384.2% | +145.4% | +238.8% | +180.1% |
| 10Y | +353.1% | +1,229.7% | -876.5% | +19.0% |
| All | +195.5% | +1,311.2% | -1,115.8% | -36.7% |
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 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