-39.0%
U vs LPLA
+367.5%
-406.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.8% | -3.1% | -0.7% | -2.7% |
| 30D | +17.5% | -0.1% | +17.5% | +17.4% |
| 3M | +38.7% | +23.2% | +15.5% | +28.0% |
| 6M | +104.4% | +15.5% | +88.9% | +91.9% |
| YTD | -5.7% | +0.9% | -6.6% | -6.7% |
| 1Y | +3.7% | +0.2% | +3.5% | +2.3% |
| 3Y | +12.3% | +55.2% | -42.9% | -5.4% |
| 5Y | -68.8% | +145.4% | -214.3% | -77.1% |
| All | -39.0% | +367.5% | -406.6% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling