-37.8%
U vs LPLA
+354.9%
-392.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.4% | -1.5% | +5.9% | +4.9% |
| 30D | -1.3% | -6.0% | +4.7% | +0.9% |
| 3M | +49.6% | +21.4% | +28.2% | +38.7% |
| 6M | +100.2% | +12.1% | +88.1% | +89.9% |
| YTD | -3.7% | -1.8% | -1.8% | -3.8% |
| 1Y | -6.5% | +3.2% | -9.7% | -8.4% |
| 3Y | +12.9% | +45.9% | -33.0% | -2.8% |
| 5Y | -68.3% | +144.7% | -212.9% | -76.3% |
| All | -37.8% | +354.9% | -392.6% | -27.3% |
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