+372.3%
SE vs LPLA
+527.4%
-155.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | 0.0% | +3.6% | -3.6% | -1.3% |
| 30D | -19.4% | -6.8% | -12.6% | -17.7% |
| 3M | -33.1% | -17.0% | -16.1% | -28.8% |
| 6M | -11.4% | +1.8% | -13.3% | -13.7% |
| YTD | -39.8% | -13.4% | -26.4% | -38.3% |
| 1Y | -50.5% | -17.5% | -33.0% | -48.2% |
| 3Y | +68.9% | +36.5% | +32.4% | +36.4% |
| 5Y | -77.1% | +92.6% | -169.7% | -84.3% |
| All | +372.3% | +527.4% | -155.1% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling