+116.1%
SPG vs LPLA
+824.7%
-708.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +5.6% | +3.6% | +1.9% | +3.9% |
| 30D | +17.6% | -6.8% | +24.3% | +20.2% |
| 3M | +7.5% | -17.0% | +24.5% | +15.2% |
| 6M | +18.5% | +1.8% | +16.7% | +14.6% |
| YTD | +30.9% | -13.4% | +44.3% | +34.0% |
| 1Y | +34.1% | -17.5% | +51.6% | +40.1% |
| 3Y | +135.5% | +36.5% | +99.1% | +77.3% |
| 5Y | +86.5% | +92.6% | -6.1% | +4.1% |
| 10Y | +116.1% | +809.2% | -693.1% | -36.8% |
| All | +116.1% | +824.7% | -708.7% | -36.8% |
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