+1,744.2%
TER vs LPLA
+1,194.2%
+550.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +5.2% |
| 7D | +11.0% | -2.1% | +13.0% | +11.8% |
| 30D | -1.9% | -3.3% | +1.5% | -0.7% |
| 3M | -0.7% | +23.5% | -24.2% | -10.1% |
| 6M | +36.4% | +12.0% | +24.4% | +27.7% |
| YTD | +92.4% | -1.7% | +94.1% | +90.0% |
| 1Y | +213.5% | +3.2% | +210.3% | +202.5% |
| 3Y | +277.2% | +46.2% | +231.0% | +207.7% |
| 5Y | +219.1% | +144.9% | +74.2% | +98.4% |
| 10Y | +1,744.2% | +1,195.1% | +549.2% | +589.2% |
| All | +1,744.2% | +1,194.2% | +550.0% | +589.2% |
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