+8,434.7%
SHOP vs LPLA
+871.3%
+7,563.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -5.1% | -3.1% | -2.0% | -4.0% |
| 30D | +0.6% | -0.1% | +0.7% | +0.6% |
| 3M | +25.0% | +23.2% | +1.8% | +15.6% |
| 6M | +11.9% | +15.5% | -3.6% | +5.0% |
| YTD | -9.9% | +0.9% | -10.8% | -11.6% |
| 1Y | 0.0% | +0.2% | -0.2% | -2.3% |
| 3Y | +117.5% | +55.2% | +62.3% | +81.6% |
| 5Y | -6.6% | +145.4% | -152.1% | -33.8% |
| 10Y | +3,320.3% | +1,229.7% | +2,090.7% | +1,336.4% |
| All | +8,434.7% | +871.3% | +7,563.4% | +4,570.3% |
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