+338.6%
SPGI vs LPLA
+757.5%
-418.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.5% |
| 7D | -0.8% | -2.8% | +1.9% | 0.0% |
| 30D | +14.3% | -10.2% | +24.4% | +17.3% |
| 3M | +14.5% | -22.3% | +36.8% | +22.4% |
| 6M | +17.3% | -0.5% | +17.8% | +16.0% |
| YTD | -4.6% | -17.9% | +13.3% | -0.6% |
| 1Y | +0.8% | -22.0% | +22.8% | +6.5% |
| 3Y | +28.8% | +29.4% | -0.6% | +11.7% |
| 5Y | +14.0% | +81.2% | -67.3% | -17.6% |
| All | +338.6% | +757.5% | -418.9% | +71.3% |
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