-16.6%
SLB vs LPLA
+892.4%
-909.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | -0.8% |
| 7D | -3.7% | +2.3% | -6.0% | -4.9% |
| 30D | +2.9% | -7.7% | +10.6% | +5.8% |
| 3M | +0.2% | -15.7% | +15.9% | +7.8% |
| 6M | -4.4% | +0.8% | -5.3% | -7.5% |
| YTD | +33.4% | -14.2% | +47.6% | +38.8% |
| 1Y | +40.8% | -17.9% | +58.7% | +49.7% |
| 3Y | +3.2% | +36.1% | -32.9% | -23.0% |
| 5Y | +64.8% | +90.3% | -25.5% | -7.9% |
| 10Y | -16.6% | +841.0% | -857.5% | -76.5% |
| All | -16.6% | +892.4% | -909.0% | -76.5% |
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