-14.4%
SLB vs LPLA
+756.7%
-771.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.5% |
| 7D | +2.6% | -2.9% | +5.4% | +4.0% |
| 30D | +4.4% | -10.2% | +14.6% | +8.8% |
| 3M | -2.7% | -22.3% | +19.6% | +9.0% |
| 6M | -7.5% | -0.6% | -7.0% | -9.9% |
| YTD | +34.8% | -17.9% | +52.8% | +43.3% |
| 1Y | +44.6% | -22.1% | +66.7% | +57.9% |
| 3Y | +3.2% | +29.3% | -26.1% | -21.1% |
| 5Y | +73.6% | +81.0% | -7.5% | -0.7% |
| All | -14.4% | +756.7% | -771.0% | -75.4% |
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