+64.0%
SONY vs LPLA
+29.4%
+34.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +11.1% | -9.5% | +20.6% | +12.3% |
| 3M | +14.7% | -21.9% | +36.5% | +17.9% |
| 6M | +18.8% | -2.6% | +21.4% | +18.8% |
| YTD | +5.7% | -17.8% | +23.5% | +8.0% |
| 1Y | -8.1% | -21.2% | +13.1% | -5.5% |
| 3Y | +64.0% | +30.6% | +33.4% | +63.4% |
| All | +64.0% | +29.4% | +34.6% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling