+63.3%
SLV vs LPLA
+3.3%
+60.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.8% | -1.5% | +4.3% | +3.0% |
| 30D | +2.2% | -6.0% | +8.2% | +2.8% |
| 3M | +2.9% | +21.4% | -18.5% | +0.7% |
| 6M | -22.4% | +12.1% | -34.5% | -23.5% |
| YTD | -5.7% | -1.8% | -3.9% | -1.7% |
| 1Y | +63.3% | +3.2% | +60.1% | +70.3% |
| All | +63.3% | +3.3% | +60.0% | +70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling