+290.8%
SONY vs LPLA
+1,311.2%
-1,020.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -1.2% | -3.1% | +1.9% | -0.4% |
| 30D | +9.4% | -0.1% | +9.5% | +9.4% |
| 3M | +10.5% | +23.2% | -12.7% | +4.7% |
| 6M | +11.7% | +15.5% | -3.9% | +7.0% |
| YTD | -4.1% | +0.9% | -5.0% | -5.5% |
| 1Y | -11.8% | +0.2% | -11.9% | -13.3% |
| 3Y | +45.9% | +55.2% | -9.3% | +25.0% |
| 5Y | +16.3% | +145.4% | -129.1% | -14.9% |
| 10Y | +297.6% | +1,229.7% | -932.0% | +71.8% |
| All | +290.8% | +1,311.2% | -1,020.5% | +42.1% |
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