+20.6%
UL vs LPLA
+145.5%
-125.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -3.2% | -1.5% | -1.7% | -3.2% |
| 30D | -0.6% | -6.0% | +5.4% | -0.4% |
| 3M | +9.4% | +21.4% | -11.9% | +8.7% |
| 6M | -4.1% | +12.1% | -16.2% | -4.6% |
| YTD | -2.0% | -1.8% | -0.1% | -2.1% |
| 1Y | -9.0% | +3.2% | -12.2% | -9.3% |
| 3Y | +21.8% | +45.9% | -24.1% | +17.0% |
| 5Y | +20.6% | +144.7% | -124.1% | +5.8% |
| All | +20.6% | +145.5% | -125.0% | +5.8% |
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 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