+151.8%
TER vs LPLA
+36.1%
+115.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.1% |
| 7D | -20.5% | +4.1% | -24.6% | -21.6% |
| 30D | -47.0% | -9.0% | -38.0% | -45.6% |
| 3M | -43.3% | -17.6% | -25.7% | -39.9% |
| 6M | -42.9% | -8.8% | -34.1% | -42.1% |
| YTD | +12.9% | -17.0% | +29.9% | +18.4% |
| 1Y | +18.2% | -20.4% | +38.6% | +26.2% |
| 3Y | +151.8% | +35.4% | +116.4% | +144.6% |
| All | +151.8% | +36.1% | +115.7% | +144.6% |
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