+150.1%
SAN vs LPLA
+1,084.6%
-934.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.4% |
| 7D | +3.4% | -3.2% | +6.6% | +4.9% |
| 30D | -6.3% | -8.6% | +2.4% | -2.8% |
| 3M | -14.1% | -18.7% | +4.6% | -6.5% |
| 6M | +4.2% | +4.5% | -0.4% | +0.8% |
| YTD | +9.0% | -15.3% | +24.4% | +14.4% |
| 1Y | +18.8% | -19.9% | +38.6% | +27.6% |
| 3Y | +252.0% | +33.4% | +218.6% | +181.0% |
| 5Y | +299.5% | +87.4% | +212.1% | +160.0% |
| 10Y | +276.7% | +800.4% | -523.8% | +17.1% |
| All | +150.1% | +1,084.6% | -934.5% | -42.5% |
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 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