+262.0%
TER vs LPLA
+54.4%
+207.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.6% | -3.1% | +3.7% | +1.7% |
| 30D | -8.3% | -0.1% | -8.2% | -8.4% |
| 3M | -12.2% | +23.2% | -35.4% | -19.7% |
| 6M | +17.1% | +15.5% | +1.5% | +9.4% |
| YTD | +84.7% | +0.9% | +83.8% | +82.4% |
| 1Y | +199.9% | +0.2% | +199.8% | +196.0% |
| All | +262.0% | +54.4% | +207.6% | +232.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling