+330.7%
SYY vs LPLA
+1,275.5%
-944.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.4% |
| 7D | -2.8% | -2.1% | -0.7% | -2.2% |
| 30D | -5.3% | -3.3% | -1.9% | -4.5% |
| 3M | +5.1% | +23.5% | -18.5% | -1.0% |
| 6M | -5.0% | +12.0% | -17.0% | -8.7% |
| YTD | +10.7% | -1.7% | +12.4% | +9.6% |
| 1Y | +0.7% | +3.2% | -2.5% | -2.3% |
| 3Y | +24.0% | +46.2% | -22.2% | +4.7% |
| 5Y | +19.3% | +144.9% | -125.6% | -17.9% |
| 10Y | +96.4% | +1,195.1% | -1,098.7% | -6.6% |
| All | +330.7% | +1,275.5% | -944.7% | +88.5% |
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