+63.7%
SPG vs LPLA
+1,198.0%
-1,134.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -1.7% | -1.5% | -0.1% | -1.0% |
| 30D | -6.3% | -6.0% | -0.3% | -3.8% |
| 3M | -2.4% | +21.4% | -23.8% | -11.2% |
| 6M | +9.6% | +12.1% | -2.4% | +2.4% |
| YTD | +14.2% | -1.8% | +16.0% | +12.0% |
| 1Y | +19.3% | +3.2% | +16.1% | +13.2% |
| 3Y | +106.7% | +45.9% | +60.8% | +55.0% |
| 5Y | +104.2% | +144.7% | -40.4% | +3.5% |
| 10Y | +63.7% | +1,222.4% | -1,158.8% | -52.4% |
| All | +63.7% | +1,198.0% | -1,134.3% | -52.4% |
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