+756.3%
SCHW vs LPLA
+1,273.0%
-516.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | -1.5% | 0.0% | -0.7% |
| 30D | -1.1% | -6.0% | +4.9% | +2.3% |
| 3M | +20.4% | +21.4% | -1.0% | +8.0% |
| 6M | +13.6% | +12.1% | +1.5% | +6.0% |
| YTD | +7.7% | -1.8% | +9.5% | +7.5% |
| 1Y | +15.2% | +3.2% | +12.0% | +10.9% |
| 3Y | +87.1% | +45.9% | +41.2% | +42.8% |
| 5Y | +57.5% | +144.7% | -87.2% | -11.5% |
| 10Y | +295.1% | +1,222.4% | -927.3% | -10.3% |
| All | +756.3% | +1,273.0% | -516.7% | +69.8% |
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 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