+231.7%
SPOT vs LPLA
+44.8%
+186.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -6.5% | -1.5% | -5.0% | -6.2% |
| 30D | +2.2% | -6.0% | +8.2% | +3.3% |
| 3M | +5.4% | +21.4% | -16.0% | +1.4% |
| 6M | -4.0% | +12.1% | -16.1% | -6.5% |
| YTD | -9.9% | -1.8% | -8.1% | -11.1% |
| 1Y | -27.3% | +3.2% | -30.5% | -29.3% |
| All | +231.7% | +44.8% | +186.9% | +197.5% |
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