-2.6%
SLB vs LPLA
+1,060.6%
-1,063.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | -7.1% | +4.1% | -11.3% | -9.0% |
| 30D | +4.1% | -9.0% | +13.1% | +7.3% |
| 3M | -2.6% | -17.6% | +15.0% | +4.7% |
| 6M | -8.6% | -8.8% | +0.3% | -6.8% |
| YTD | +32.2% | -17.0% | +49.2% | +39.0% |
| 1Y | +40.7% | -20.4% | +61.1% | +50.5% |
| 3Y | -4.5% | +35.4% | -39.9% | -23.9% |
| 5Y | +66.4% | +79.7% | -13.4% | +10.5% |
| 10Y | -15.1% | +915.0% | -930.0% | -70.8% |
| All | -2.6% | +1,060.6% | -1,063.2% | -73.2% |
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