+319.7%
SPY vs LPLA
+1,198.0%
-878.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.4% | -1.5% | +1.2% | +0.1% |
| 30D | -1.4% | -6.0% | +4.6% | +0.2% |
| 3M | +3.7% | +21.4% | -17.7% | -2.0% |
| 6M | +13.0% | +12.1% | +0.9% | +8.6% |
| YTD | +12.4% | -1.8% | +14.2% | +11.5% |
| 1Y | +18.5% | +3.2% | +15.3% | +15.4% |
| 3Y | +77.6% | +45.9% | +31.7% | +52.7% |
| 5Y | +81.7% | +144.7% | -63.0% | +27.9% |
| 10Y | +319.7% | +1,222.4% | -902.8% | +93.6% |
| All | +319.7% | +1,198.0% | -878.3% | +93.6% |
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