+39.4%
SHEL vs LPLA
+3.8%
+35.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.8% |
| 7D | +4.1% | -1.5% | +5.7% | +4.2% |
| 30D | +8.4% | -6.0% | +14.4% | +8.6% |
| 3M | +13.7% | +24.0% | -10.3% | +12.3% |
| 6M | +12.7% | +17.0% | -4.3% | +11.5% |
| YTD | +35.3% | -0.7% | +36.0% | +36.0% |
| 1Y | +39.4% | +2.1% | +37.3% | +38.8% |
| All | +39.4% | +3.8% | +35.6% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling