+414.4%
SPYG vs LPLA
+1,251.7%
-837.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | -0.9% | -1.5% | +0.7% | -0.5% |
| 30D | -1.5% | -6.0% | +4.5% | +0.1% |
| 3M | +3.7% | +24.0% | -20.3% | -2.6% |
| 6M | +16.4% | +17.0% | -0.6% | +10.5% |
| YTD | +13.3% | -0.7% | +14.0% | +12.0% |
| 1Y | +17.9% | +2.1% | +15.8% | +15.1% |
| 3Y | +98.3% | +48.7% | +49.7% | +70.3% |
| 5Y | +86.4% | +151.2% | -64.8% | +31.8% |
| All | +414.4% | +1,251.7% | -837.3% | +149.5% |
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 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