+62.5%
SLB vs LPLA
+78.4%
-15.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.1% |
| 7D | -7.1% | +4.1% | -11.3% | -8.5% |
| 30D | +4.1% | -9.0% | +13.1% | +6.6% |
| 3M | -2.6% | -17.6% | +15.0% | +3.0% |
| 6M | -8.6% | -8.8% | +0.3% | -7.0% |
| YTD | +32.2% | -17.0% | +49.2% | +37.9% |
| 1Y | +40.7% | -20.4% | +61.1% | +48.8% |
| 3Y | -4.5% | +35.4% | -39.9% | -19.5% |
| All | +62.5% | +78.4% | -15.9% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling