+75.4%
SOUN vs LPLA
+29.4%
+46.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -15.1% | -0.9% | -14.2% | -14.7% |
| 30D | -23.0% | -9.5% | -13.5% | -19.5% |
| 3M | -53.3% | -21.9% | -31.5% | -46.7% |
| 6M | -58.6% | -2.6% | -55.9% | -59.7% |
| YTD | -65.0% | -17.8% | -47.2% | -61.8% |
| 1Y | -71.4% | -21.2% | -50.3% | -67.8% |
| 3Y | +75.4% | +30.6% | +44.7% | +73.6% |
| All | +75.4% | +29.4% | +46.0% | +73.6% |
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 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