+151.9%
SHOP vs LPLA
+37.6%
+114.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +0.8% |
| 7D | -2.7% | +2.3% | -5.0% | -3.4% |
| 30D | -11.0% | -7.7% | -3.3% | -8.8% |
| 3M | +0.3% | -15.7% | +16.0% | +6.5% |
| 6M | +37.7% | +0.8% | +36.9% | +34.8% |
| YTD | -5.5% | -14.2% | +8.7% | -2.2% |
| 1Y | -0.2% | -17.9% | +17.7% | +5.6% |
| 3Y | +151.9% | +36.1% | +115.8% | +122.6% |
| All | +151.9% | +37.6% | +114.3% | +122.6% |
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