+510.7%
SAP vs LPLA
+1,084.6%
-573.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -2.5% | -3.2% | +0.7% | -1.7% |
| 30D | +7.5% | -8.6% | +16.1% | +9.3% |
| 3M | +11.6% | -18.7% | +30.3% | +16.7% |
| 6M | +37.6% | +4.5% | +33.1% | +34.6% |
| YTD | -2.0% | -15.3% | +13.4% | +0.4% |
| 1Y | -6.4% | -19.9% | +13.5% | -2.8% |
| 3Y | +67.7% | +33.4% | +34.3% | +48.1% |
| 5Y | +75.7% | +87.4% | -11.7% | +35.9% |
| 10Y | +229.3% | +800.4% | -571.1% | +56.0% |
| All | +510.7% | +1,084.6% | -573.9% | +134.0% |
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