+252.8%
SPOT vs LPLA
+528.8%
-276.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | -3.1% | -1.5% | -1.5% | -2.7% |
| 30D | +7.4% | -6.0% | +13.4% | +9.0% |
| 3M | +8.2% | +24.0% | -15.9% | +1.9% |
| 6M | +2.2% | +17.0% | -14.8% | -2.7% |
| YTD | -9.5% | -0.7% | -8.8% | -10.9% |
| 1Y | -23.8% | +2.1% | -26.0% | -25.9% |
| 3Y | +233.5% | +48.7% | +184.8% | +184.7% |
| 5Y | +112.2% | +151.2% | -39.0% | +51.8% |
| All | +252.8% | +528.8% | -276.0% | +88.1% |
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 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