+113.8%
SYY vs LPLA
+1,251.7%
-1,137.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.5% |
| 7D | +3.9% | -1.5% | +5.5% | +4.5% |
| 30D | -1.7% | -6.0% | +4.3% | +0.2% |
| 3M | +5.2% | +24.0% | -18.9% | -2.6% |
| 6M | -0.2% | +17.0% | -17.2% | -6.5% |
| YTD | +15.4% | -0.7% | +16.0% | +13.4% |
| 1Y | +5.6% | +2.1% | +3.5% | +2.0% |
| 3Y | +28.9% | +48.7% | -19.8% | +1.8% |
| 5Y | +24.1% | +151.2% | -127.2% | -28.3% |
| All | +113.8% | +1,251.7% | -1,137.8% | -24.7% |
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