+86.7%
SYY vs LPLA
+758.1%
-671.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | -4.8% | -9.5% | +4.7% | -2.3% |
| 3M | -7.1% | -21.9% | +14.8% | -0.2% |
| 6M | +6.8% | -2.6% | +9.4% | +5.8% |
| YTD | +7.7% | -17.8% | +25.5% | +11.6% |
| 1Y | +5.7% | -21.2% | +26.9% | +11.0% |
| 3Y | +24.6% | +30.6% | -6.1% | +0.7% |
| 5Y | +15.6% | +81.3% | -65.7% | -25.5% |
| All | +86.7% | +758.1% | -671.4% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling