+323.8%
SN vs LPLA
+55.0%
+268.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.8% |
| 7D | +0.1% | -2.1% | +2.2% | +0.8% |
| 30D | -5.6% | -3.3% | -2.3% | -4.6% |
| 3M | +48.1% | +23.5% | +24.5% | +38.2% |
| 6M | +57.6% | +12.0% | +45.6% | +51.4% |
| YTD | +56.5% | -1.7% | +58.2% | +55.6% |
| 1Y | +52.6% | +3.2% | +49.3% | +48.6% |
| 3Y | +412.0% | +46.2% | +365.8% | +388.1% |
| All | +323.8% | +55.0% | +268.7% | +296.2% |
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