+99.1%
UAL vs LPLA
+1,194.2%
-1,095.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.2% |
| 7D | +3.5% | -2.1% | +5.5% | +4.9% |
| 30D | -16.5% | -3.3% | -13.1% | -14.8% |
| 3M | +2.8% | +23.5% | -20.8% | -11.8% |
| 6M | +17.6% | +12.0% | +5.6% | +5.6% |
| YTD | -3.2% | -1.7% | -1.5% | -5.8% |
| 1Y | +0.4% | +3.2% | -2.8% | -6.5% |
| 3Y | +128.2% | +46.2% | +82.0% | +59.1% |
| 5Y | +137.7% | +144.9% | -7.2% | +3.3% |
| 10Y | +99.1% | +1,195.1% | -1,096.0% | -61.7% |
| All | +99.1% | +1,194.2% | -1,095.1% | -61.7% |
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 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