+127.0%
SLV vs LPLA
+1,311.2%
-1,184.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | -3.1% | +2.7% | -0.2% |
| 30D | +6.7% | -0.1% | +6.8% | +6.7% |
| 3M | -10.7% | +23.2% | -33.9% | -11.5% |
| 6M | -20.6% | +15.5% | -36.1% | -21.2% |
| YTD | -7.1% | +0.9% | -8.0% | -7.3% |
| 1Y | +62.0% | +0.2% | +61.8% | +61.7% |
| 3Y | +169.8% | +55.2% | +114.6% | +163.5% |
| 5Y | +161.5% | +145.4% | +16.0% | +147.7% |
| 10Y | +224.4% | +1,229.7% | -1,005.2% | +184.4% |
| All | +127.0% | +1,311.2% | -1,184.2% | +90.7% |
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