+448.1%
SN vs LPLA
+36.6%
+411.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | +7.6% | +3.6% | +3.9% | +6.4% |
| 30D | +22.4% | -6.8% | +29.2% | +24.4% |
| 3M | +21.7% | -17.0% | +38.7% | +27.8% |
| 6M | +102.8% | +1.8% | +101.0% | +99.1% |
| YTD | +102.4% | -13.4% | +115.8% | +107.4% |
| 1Y | +139.0% | -17.5% | +156.5% | +148.9% |
| 3Y | +440.4% | +36.5% | +403.9% | +422.8% |
| All | +448.1% | +36.6% | +411.5% | +428.1% |
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