+183.2%
SLV vs LPLA
+797.0%
-613.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | -1.1% | -3.2% | +2.1% | -0.9% |
| 30D | -14.2% | -8.6% | -5.5% | -13.8% |
| 3M | -20.3% | -18.7% | -1.6% | -19.6% |
| 6M | -40.2% | +4.5% | -44.7% | -40.4% |
| YTD | -27.6% | -15.3% | -12.3% | -27.1% |
| 1Y | +0.4% | -19.9% | +20.3% | +1.4% |
| 3Y | +129.4% | +33.4% | +95.9% | +124.8% |
| 5Y | +99.8% | +87.4% | +12.4% | +89.8% |
| 10Y | +183.2% | +800.4% | -617.2% | +160.4% |
| All | +183.2% | +797.0% | -613.8% | +160.4% |
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