+461.2%
SAP vs LPLA
+1,311.2%
-850.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | -3.1% | +0.2% | -2.1% |
| 30D | +9.0% | -0.1% | +9.1% | +9.0% |
| 3M | +14.9% | +23.2% | -8.3% | +8.8% |
| 6M | +11.9% | +15.5% | -3.6% | +7.1% |
| YTD | -9.9% | +0.9% | -10.8% | -11.1% |
| 1Y | -19.5% | +0.2% | -19.7% | -20.8% |
| 3Y | +61.8% | +55.2% | +6.6% | +38.5% |
| 5Y | +56.2% | +145.4% | -89.3% | +13.2% |
| 10Y | +180.6% | +1,229.7% | -1,049.0% | +20.3% |
| All | +461.2% | +1,311.2% | -850.1% | +107.2% |
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