+59.6%
SCHW vs LPLA
+142.9%
-83.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | -2.8% | -3.7% | +0.9% | -0.8% |
| 30D | -0.1% | -6.4% | +6.3% | +3.5% |
| 3M | +20.6% | +20.2% | +0.4% | +8.9% |
| 6M | +15.9% | +12.8% | +3.1% | +7.9% |
| YTD | +8.5% | -2.5% | +11.0% | +8.8% |
| 1Y | +17.8% | +1.9% | +15.9% | +14.4% |
| 3Y | +88.5% | +45.0% | +43.6% | +43.1% |
| All | +59.6% | +142.9% | -83.3% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling