+236.6%
SAP vs LPLA
+758.1%
-521.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | -0.9% | +1.6% | +0.8% |
| 30D | +6.5% | -9.5% | +16.0% | +8.6% |
| 3M | +12.2% | -21.9% | +34.1% | +18.4% |
| 6M | +46.1% | -2.6% | +48.7% | +45.5% |
| YTD | -1.6% | -17.8% | +16.2% | +1.5% |
| 1Y | -5.1% | -21.2% | +16.1% | -1.1% |
| 3Y | +68.4% | +30.6% | +37.7% | +49.4% |
| 5Y | +79.4% | +81.3% | -1.9% | +38.6% |
| All | +236.6% | +758.1% | -521.5% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling