+3.7%
U vs LPLA
+0.7%
+3.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.8% | -3.1% | -0.7% | -2.8% |
| 30D | +17.5% | -0.1% | +17.5% | +17.4% |
| 3M | +38.7% | +23.2% | +15.5% | +28.6% |
| 6M | +104.4% | +15.5% | +88.9% | +93.7% |
| YTD | -5.7% | +0.9% | -6.6% | -5.5% |
| 1Y | +3.7% | +0.2% | +3.5% | -0.7% |
| All | +3.7% | +0.7% | +3.0% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling