+228.5%
SU vs LPLA
+1,273.0%
-1,044.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | +10.7% | -6.0% | +16.7% | +13.1% |
| 3M | +13.5% | +21.4% | -7.9% | +4.8% |
| 6M | +21.8% | +12.1% | +9.7% | +14.8% |
| YTD | +58.8% | -1.8% | +60.7% | +56.1% |
| 1Y | +72.0% | +3.2% | +68.8% | +64.4% |
| 3Y | +121.7% | +45.9% | +75.8% | +76.3% |
| 5Y | +350.4% | +144.7% | +205.8% | +174.7% |
| 10Y | +264.7% | +1,222.4% | -957.8% | +20.6% |
| All | +228.5% | +1,273.0% | -1,044.5% | -9.4% |
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