+0.4%
UAL vs LPLA
+4.5%
-4.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.3% |
| 7D | +3.5% | -2.1% | +5.5% | +3.9% |
| 30D | -16.5% | -3.3% | -13.1% | -15.9% |
| 3M | +2.8% | +23.5% | -20.8% | -2.2% |
| 6M | +17.6% | +12.0% | +5.6% | +14.7% |
| YTD | -3.2% | -1.7% | -1.5% | -0.7% |
| 1Y | +0.4% | +3.2% | -2.8% | +0.5% |
| All | +0.4% | +4.5% | -4.1% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling