+33.8%
UL vs LPLA
+80.3%
-46.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.1% | -0.9% | +2.1% | +1.2% |
| 30D | +4.5% | -9.5% | +14.0% | +4.8% |
| 3M | +6.5% | -21.9% | +28.3% | +7.4% |
| 6M | +18.2% | -2.6% | +20.8% | +18.2% |
| YTD | +4.7% | -17.8% | +22.5% | +5.2% |
| 1Y | +0.8% | -21.2% | +21.9% | +1.4% |
| 3Y | +35.9% | +30.6% | +5.3% | +30.1% |
| All | +33.8% | +80.3% | -46.6% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling