+589.4%
SE vs LPLA
+630.7%
-41.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.1% | -3.1% | -3.0% | -4.9% |
| 30D | -2.5% | -0.1% | -2.4% | -2.5% |
| 3M | +21.7% | +23.2% | -1.5% | +11.3% |
| 6M | +27.0% | +15.5% | +11.5% | +18.6% |
| YTD | -12.1% | +0.9% | -13.0% | -14.3% |
| 1Y | -40.9% | +0.2% | -41.1% | -42.8% |
| 3Y | +191.0% | +55.2% | +135.8% | +125.5% |
| 5Y | -68.3% | +145.4% | -213.7% | -80.0% |
| All | +589.4% | +630.7% | -41.4% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling