+311.1%
SPY vs LPLA
+797.0%
-485.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.9% |
| 7D | -0.9% | -3.2% | +2.3% | -0.1% |
| 30D | -2.4% | -8.6% | +6.3% | -0.5% |
| 3M | -1.2% | -18.7% | +17.5% | +3.8% |
| 6M | +3.3% | +4.5% | -1.3% | +0.7% |
| YTD | +12.3% | -15.3% | +27.6% | +15.1% |
| 1Y | +12.4% | -19.9% | +32.3% | +17.0% |
| 3Y | +78.8% | +33.4% | +45.4% | +55.8% |
| 5Y | +75.2% | +87.4% | -12.2% | +31.6% |
| 10Y | +311.1% | +800.4% | -489.3% | +99.9% |
| All | +311.1% | +797.0% | -485.9% | +99.9% |
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