+233.0%
UL vs LPLA
+1,049.8%
-816.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.3% | -0.9% | +1.3% | +0.4% |
| 30D | +3.7% | -9.5% | +13.2% | +4.6% |
| 3M | +5.6% | -21.9% | +27.5% | +8.2% |
| 6M | +17.2% | -2.6% | +19.8% | +17.1% |
| YTD | +3.9% | -17.8% | +21.7% | +5.3% |
| 1Y | 0.0% | -21.2% | +21.1% | +1.8% |
| 3Y | +34.8% | +30.6% | +4.2% | +26.3% |
| 5Y | +32.4% | +81.3% | -49.0% | +15.9% |
| 10Y | +105.3% | +773.9% | -668.7% | +36.3% |
| All | +233.0% | +1,049.8% | -816.8% | +98.4% |
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