+264.0%
SPOT vs LPLA
+538.6%
-274.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.1% |
| 7D | -0.9% | -3.1% | +2.1% | -0.2% |
| 30D | +12.5% | -0.1% | +12.6% | +12.4% |
| 3M | +9.9% | +23.2% | -13.3% | +3.7% |
| 6M | +1.6% | +15.5% | -14.0% | -2.9% |
| YTD | -6.6% | +0.9% | -7.5% | -8.4% |
| 1Y | -22.9% | +0.2% | -23.1% | -24.7% |
| 3Y | +244.3% | +55.2% | +189.0% | +190.3% |
| 5Y | +117.8% | +145.4% | -27.6% | +56.7% |
| All | +264.0% | +538.6% | -274.6% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling