+226.8%
SOXX vs LPLA
+46.5%
+180.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.3% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | -3.6% | -6.0% | +2.4% | -1.8% |
| 3M | -10.2% | +24.0% | -34.2% | -16.9% |
| 6M | +54.2% | +17.0% | +37.2% | +44.3% |
| YTD | +75.2% | -0.7% | +75.9% | +73.3% |
| 1Y | +107.5% | +2.1% | +105.4% | +102.3% |
| 3Y | +226.8% | +48.7% | +178.1% | +188.1% |
| All | +226.8% | +46.5% | +180.2% | +188.1% |
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 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