+100.2%
UAL vs LPLA
+892.4%
-792.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.4% | +4.6% |
| 7D | +10.2% | +2.3% | +7.9% | +8.8% |
| 30D | +12.0% | -7.7% | +19.7% | +16.9% |
| 3M | -7.1% | -15.7% | +8.6% | +2.2% |
| 6M | +20.9% | +0.8% | +20.1% | +15.7% |
| YTD | +7.7% | -14.2% | +21.9% | +12.8% |
| 1Y | +23.6% | -17.9% | +41.5% | +33.2% |
| 3Y | +222.6% | +36.1% | +186.5% | +129.4% |
| 5Y | +127.9% | +90.3% | +37.6% | +15.5% |
| 10Y | +100.2% | +841.0% | -740.8% | -56.8% |
| All | +100.2% | +892.4% | -792.2% | -56.8% |
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