+70.3%
SE vs LPLA
+36.1%
+34.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | +2.0% | +4.1% | -2.1% | +1.0% |
| 30D | -20.0% | -9.0% | -11.0% | -18.3% |
| 3M | -31.8% | -17.6% | -14.1% | -28.6% |
| 6M | -15.9% | -8.8% | -7.0% | -14.7% |
| YTD | -40.6% | -17.0% | -23.6% | -39.0% |
| 1Y | -50.7% | -20.4% | -30.3% | -48.7% |
| 3Y | +70.3% | +35.4% | +34.9% | +46.7% |
| All | +70.3% | +36.1% | +34.2% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling