+439.5%
SN vs LPLA
+30.8%
+408.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.2% |
| 7D | +7.2% | +4.1% | +3.0% | +5.9% |
| 30D | +20.4% | -9.0% | +29.4% | +23.1% |
| 3M | +23.9% | -17.6% | +41.5% | +30.4% |
| 6M | +93.0% | -8.8% | +101.9% | +96.2% |
| YTD | +99.2% | -17.0% | +116.3% | +106.8% |
| 1Y | +142.6% | -20.4% | +163.0% | +155.3% |
| 3Y | +398.8% | +35.4% | +363.4% | +384.3% |
| All | +439.5% | +30.8% | +408.7% | +426.5% |
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