-16.5%
SOUN vs LPLA
+86.3%
-102.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.6% |
| 7D | -7.1% | -1.5% | -5.6% | -6.1% |
| 30D | -15.4% | -6.0% | -9.4% | -11.8% |
| 3M | -10.6% | +24.0% | -34.6% | -24.2% |
| 6M | -19.6% | +17.0% | -36.6% | -30.2% |
| YTD | -37.2% | -0.7% | -36.5% | -38.2% |
| 1Y | -57.1% | +2.1% | -59.2% | -58.8% |
| 3Y | +178.2% | +48.7% | +129.5% | +106.4% |
| All | -16.5% | +86.3% | -102.8% | -57.4% |
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 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