+446.6%
SRE vs LPLA
+1,311.2%
-864.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.3% | -3.1% | +2.7% | +0.1% |
| 30D | -0.7% | -0.1% | -0.6% | -0.8% |
| 3M | -6.3% | +23.2% | -29.5% | -9.6% |
| 6M | -10.7% | +15.5% | -26.2% | -13.2% |
| YTD | -3.5% | +0.9% | -4.4% | -4.5% |
| 1Y | +5.3% | +0.2% | +5.1% | +4.0% |
| 3Y | +31.8% | +55.2% | -23.4% | +19.8% |
| 5Y | +47.4% | +145.4% | -98.1% | +21.0% |
| 10Y | +120.6% | +1,229.7% | -1,109.1% | +37.8% |
| All | +446.6% | +1,311.2% | -864.6% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling