+163.9%
SO vs LPLA
+1,200.3%
-1,036.4%
-38.4%
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% | +1.2% |
| 7D | +1.0% | -2.1% | +3.1% | +1.2% |
| 30D | -3.2% | -3.3% | +0.1% | -3.0% |
| 3M | -1.7% | +23.5% | -25.2% | -3.3% |
| 6M | -7.2% | +12.0% | -19.2% | -8.1% |
| YTD | +4.6% | -1.7% | +6.2% | +4.3% |
| 1Y | +1.2% | +3.2% | -2.0% | +0.4% |
| 3Y | +45.3% | +46.2% | -0.9% | +37.7% |
| 5Y | +58.7% | +144.9% | -86.2% | +38.1% |
| All | +163.9% | +1,200.3% | -1,036.4% | +120.6% |
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