+84.9%
SPYG vs LPLA
+142.4%
-57.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | -1.8% | -3.7% | +1.8% | -0.9% |
| 30D | -1.9% | -6.4% | +4.4% | -0.3% |
| 3M | +5.2% | +20.2% | -15.0% | +0.1% |
| 6M | +15.6% | +12.8% | +2.7% | +11.2% |
| YTD | +12.4% | -2.5% | +14.9% | +11.9% |
| 1Y | +17.5% | +1.9% | +15.5% | +15.1% |
| 3Y | +98.1% | +45.0% | +53.1% | +74.2% |
| 5Y | +84.9% | +146.6% | -61.7% | +26.6% |
| All | +84.9% | +142.4% | -57.5% | +26.6% |
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 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