-67.4%
SE vs LPLA
+150.0%
-217.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -6.1% | -3.1% | -3.0% | -4.7% |
| 30D | -2.5% | -0.1% | -2.4% | -2.6% |
| 3M | +21.7% | +23.2% | -1.5% | +9.8% |
| 6M | +27.0% | +15.5% | +11.5% | +17.3% |
| YTD | -12.1% | +0.9% | -13.0% | -14.7% |
| 1Y | -40.9% | +0.2% | -41.1% | -43.2% |
| 3Y | +191.0% | +55.2% | +135.8% | +106.3% |
| All | -67.4% | +150.0% | -217.4% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling