+196.3%
SE vs LPLA
+50.5%
+145.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.8% |
| 7D | +0.6% | -2.1% | +2.7% | +1.2% |
| 30D | -0.1% | -3.3% | +3.3% | +0.8% |
| 3M | +34.1% | +23.5% | +10.6% | +25.9% |
| 6M | +23.2% | +12.0% | +11.2% | +18.5% |
| YTD | -11.2% | -1.7% | -9.5% | -12.2% |
| 1Y | -40.5% | +3.2% | -43.8% | -42.5% |
| 3Y | +196.3% | +46.2% | +150.1% | +164.1% |
| All | +196.3% | +50.5% | +145.8% | +164.1% |
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