+91.0%
SPYG vs LPLA
+29.4%
+61.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.3% | -0.9% | +3.3% | +2.5% |
| 30D | -6.5% | -9.5% | +3.0% | -4.8% |
| 3M | -6.8% | -21.9% | +15.0% | -2.2% |
| 6M | -3.1% | -2.6% | -0.5% | -3.6% |
| YTD | +8.0% | -17.8% | +25.8% | +11.3% |
| 1Y | +10.2% | -21.2% | +31.4% | +14.8% |
| 3Y | +91.0% | +30.6% | +60.4% | +81.0% |
| All | +91.0% | +29.4% | +61.6% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling