+182.0%
SLV vs LPLA
+757.5%
-575.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -3.1% |
| 7D | -3.9% | -2.8% | -1.1% | -3.7% |
| 30D | -15.6% | -10.2% | -5.5% | -15.2% |
| 3M | -23.6% | -22.3% | -1.3% | -22.7% |
| 6M | -42.6% | -0.5% | -42.1% | -42.6% |
| YTD | -30.0% | -17.9% | -12.1% | -29.3% |
| 1Y | -6.6% | -22.0% | +15.4% | -5.6% |
| 3Y | +121.8% | +29.4% | +92.4% | +117.7% |
| 5Y | +92.7% | +81.2% | +11.4% | +83.1% |
| All | +182.0% | +757.5% | -575.5% | +155.0% |
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