+77.0%
SO vs LPLA
+78.4%
-1.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | -1.5% | +4.1% | -5.6% | -1.4% |
| 30D | +8.1% | -9.0% | +17.1% | +7.9% |
| 3M | +0.2% | -17.6% | +17.8% | -0.2% |
| 6M | +0.4% | -8.8% | +9.2% | +0.3% |
| YTD | +8.5% | -17.0% | +25.5% | +8.3% |
| 1Y | +4.9% | -20.4% | +25.4% | +4.7% |
| 3Y | +47.9% | +35.4% | +12.5% | +47.3% |
| All | +77.0% | +78.4% | -1.4% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling