+5.0%
SYK vs LPLA
+142.9%
-137.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -12.3% | -3.7% | -8.7% | -11.8% |
| 30D | -22.4% | -6.4% | -16.1% | -21.6% |
| 3M | -12.3% | +20.2% | -32.5% | -15.0% |
| 6M | -24.3% | +12.8% | -37.2% | -25.9% |
| YTD | -22.8% | -2.5% | -20.3% | -22.9% |
| 1Y | -28.8% | +1.9% | -30.7% | -29.7% |
| 3Y | -4.0% | +45.0% | -48.9% | -12.6% |
| All | +5.0% | +142.9% | -137.9% | -23.6% |
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