+568.6%
SE vs LPLA
+611.0%
-42.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -3.6% | -1.5% | -2.1% | -3.0% |
| 30D | -5.3% | -6.0% | +0.7% | -3.0% |
| 3M | +28.1% | +21.4% | +6.7% | +17.8% |
| 6M | +20.7% | +12.1% | +8.6% | +14.0% |
| YTD | -14.8% | -1.8% | -12.9% | -16.0% |
| 1Y | -43.6% | +3.2% | -46.8% | -46.0% |
| 3Y | +184.2% | +45.9% | +138.3% | +126.2% |
| 5Y | -66.3% | +144.7% | -211.0% | -78.7% |
| All | +568.6% | +611.0% | -42.4% | +179.8% |
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 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