+319.5%
SN vs LPLA
+59.1%
+260.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -9.3% | -3.1% | -6.3% | -8.4% |
| 30D | -4.8% | -0.1% | -4.7% | -4.7% |
| 3M | +40.4% | +23.2% | +17.2% | +31.2% |
| 6M | +50.9% | +15.5% | +35.4% | +43.6% |
| YTD | +54.9% | +0.9% | +54.1% | +52.9% |
| 1Y | +43.0% | +0.2% | +42.9% | +40.9% |
| 3Y | +391.8% | +55.2% | +336.6% | +359.4% |
| All | +319.5% | +59.1% | +260.5% | +289.2% |
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 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