+151.7%
SAN vs LPLA
+1,111.7%
-960.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | +10.8% | +3.6% | +7.1% | +9.1% |
| 30D | -5.7% | -6.8% | +1.0% | -3.2% |
| 3M | -13.4% | -17.0% | +3.6% | -6.6% |
| 6M | +3.5% | +1.8% | +1.7% | +1.3% |
| YTD | +9.7% | -13.4% | +23.1% | +14.0% |
| 1Y | +20.9% | -17.5% | +38.4% | +28.2% |
| 3Y | +254.3% | +36.5% | +217.8% | +180.0% |
| 5Y | +304.2% | +92.6% | +211.6% | +159.9% |
| 10Y | +260.2% | +809.2% | -549.0% | +11.5% |
| All | +151.7% | +1,111.7% | -960.0% | -42.7% |
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