+354.3%
SO vs LPLA
+1,311.2%
-957.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.2% | -3.1% | +2.9% | 0.0% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | -3.0% | +23.2% | -26.3% | -4.3% |
| 6M | -8.3% | +15.5% | -23.8% | -9.2% |
| YTD | +3.5% | +0.9% | +2.6% | +3.2% |
| 1Y | -0.9% | +0.2% | -1.1% | -1.4% |
| 3Y | +45.4% | +55.2% | -9.9% | +38.9% |
| 5Y | +59.6% | +145.4% | -85.8% | +44.7% |
| 10Y | +156.6% | +1,229.7% | -1,073.0% | +109.2% |
| All | +354.3% | +1,311.2% | -957.0% | +252.6% |
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 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