+302.9%
UAL vs LPLA
+1,060.6%
-757.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +3.0% |
| 7D | +8.2% | +4.1% | +4.0% | +6.0% |
| 30D | +2.3% | -9.0% | +11.4% | +6.9% |
| 3M | -12.7% | -17.6% | +4.9% | -4.3% |
| 6M | +12.7% | -8.8% | +21.5% | +15.0% |
| YTD | +0.8% | -17.0% | +17.9% | +7.0% |
| 1Y | +17.8% | -20.4% | +38.2% | +27.8% |
| 3Y | +206.7% | +35.4% | +171.3% | +138.2% |
| 5Y | +113.9% | +79.7% | +34.1% | +36.0% |
| 10Y | +97.0% | +915.0% | -818.0% | -39.8% |
| All | +302.9% | +1,060.6% | -757.7% | +3.3% |
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