+112.8%
SHOP vs LPLA
+50.5%
+62.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.5% | -5.0% | -6.5% |
| 7D | -4.1% | -2.1% | -2.0% | -3.1% |
| 30D | -11.5% | -3.3% | -8.2% | -10.1% |
| 3M | +21.1% | +23.5% | -2.5% | +10.0% |
| 6M | +3.0% | +12.0% | -9.0% | -3.2% |
| YTD | -16.7% | -1.7% | -15.0% | -17.6% |
| 1Y | -8.3% | +3.2% | -11.5% | -12.1% |
| 3Y | +112.8% | +46.2% | +66.6% | +85.8% |
| All | +112.8% | +50.5% | +62.4% | +85.8% |
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 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