+13.5%
U vs LPLA
+50.5%
-37.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.2% | +3.5% |
| 7D | +4.5% | -2.1% | +6.5% | +5.2% |
| 30D | -0.6% | -3.3% | +2.8% | +0.6% |
| 3M | +48.4% | +23.5% | +24.9% | +36.7% |
| 6M | +115.4% | +12.0% | +103.4% | +104.6% |
| YTD | -3.2% | -1.7% | -1.5% | -3.1% |
| 1Y | -6.0% | +3.2% | -9.3% | -7.7% |
| 3Y | +13.5% | +46.2% | -32.7% | +12.7% |
| All | +13.5% | +50.5% | -37.0% | +12.7% |
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 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