+519.4%
SAP vs LPLA
+1,099.8%
-580.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +0.9% |
| 7D | +1.6% | +2.3% | -0.7% | +1.0% |
| 30D | +10.5% | -7.7% | +18.2% | +12.2% |
| 3M | +15.2% | -15.7% | +30.9% | +19.3% |
| 6M | +36.7% | +0.8% | +35.8% | +34.9% |
| YTD | -0.6% | -14.2% | +13.7% | +1.5% |
| 1Y | -4.1% | -17.9% | +13.8% | -1.1% |
| 3Y | +73.2% | +36.1% | +37.2% | +52.3% |
| 5Y | +74.1% | +90.3% | -16.2% | +34.1% |
| 10Y | +222.9% | +841.0% | -618.0% | +51.2% |
| All | +519.4% | +1,099.8% | -580.4% | +136.5% |
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