+188.0%
SOUN vs LPLA
+44.8%
+143.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -4.4% | -1.5% | -2.9% | -3.5% |
| 30D | -13.1% | -6.0% | -7.2% | -9.7% |
| 3M | -7.7% | +21.4% | -29.1% | -20.0% |
| 6M | -21.2% | +12.1% | -33.2% | -28.9% |
| YTD | -35.0% | -1.8% | -33.2% | -35.1% |
| 1Y | -56.4% | +3.2% | -59.6% | -58.2% |
| All | +188.0% | +44.8% | +143.2% | +158.0% |
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