+260.6%
T vs LPLA
+1,311.2%
-1,050.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.3% | -3.1% | +1.8% | -0.8% |
| 30D | +11.4% | -0.1% | +11.4% | +11.3% |
| 3M | +14.3% | +23.2% | -8.9% | +10.7% |
| 6M | -9.3% | +15.5% | -24.8% | -11.6% |
| YTD | +7.1% | +0.9% | +6.2% | +6.1% |
| 1Y | -9.1% | +0.2% | -9.3% | -10.2% |
| 3Y | +105.3% | +55.2% | +50.1% | +85.4% |
| 5Y | +66.8% | +145.4% | -78.6% | +35.1% |
| 10Y | +66.8% | +1,229.7% | -1,162.9% | +1.8% |
| All | +260.6% | +1,311.2% | -1,050.7% | +105.4% |
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