+75.2%
SPY vs LPLA
+88.0%
-12.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.8% |
| 7D | -0.9% | -3.2% | +2.3% | -0.2% |
| 30D | -2.4% | -8.6% | +6.3% | -0.8% |
| 3M | -1.2% | -18.7% | +17.5% | +2.8% |
| 6M | +3.3% | +4.5% | -1.3% | +1.2% |
| YTD | +12.3% | -15.3% | +27.6% | +14.7% |
| 1Y | +12.4% | -19.9% | +32.3% | +16.4% |
| 3Y | +78.8% | +33.4% | +45.4% | +60.8% |
| 5Y | +75.2% | +87.4% | -12.2% | +34.0% |
| All | +75.2% | +88.0% | -12.8% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling