+2,993.7%
SHOP vs LPLA
+1,251.7%
+1,742.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.0% |
| 7D | -11.2% | -1.5% | -9.7% | -10.6% |
| 30D | -14.4% | -6.0% | -8.4% | -12.3% |
| 3M | +16.6% | +24.0% | -7.5% | +7.1% |
| 6M | -0.6% | +17.0% | -17.6% | -7.4% |
| YTD | -20.0% | -0.7% | -19.3% | -21.1% |
| 1Y | -11.2% | +2.1% | -13.3% | -13.7% |
| 3Y | +99.5% | +48.7% | +50.8% | +67.6% |
| 5Y | -13.2% | +151.2% | -164.5% | -40.1% |
| All | +2,993.7% | +1,251.7% | +1,742.0% | +1,470.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling