-26.3%
U vs LPLA
+301.4%
-327.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.5% |
| 7D | +24.4% | +3.6% | +20.7% | +22.5% |
| 30D | +7.4% | -6.8% | +14.1% | +9.3% |
| 3M | +16.8% | -17.0% | +33.8% | +23.8% |
| 6M | +78.8% | +1.8% | +76.9% | +74.7% |
| YTD | +14.0% | -13.4% | +27.3% | +18.1% |
| 1Y | +16.7% | -17.5% | +34.2% | +23.0% |
| 3Y | +86.4% | +36.5% | +49.9% | +62.8% |
| 5Y | -71.5% | +92.6% | -164.1% | -78.3% |
| All | -26.3% | +301.4% | -327.8% | -10.8% |
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 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