+4.8%
ULTA vs LPLA
+3.8%
+1.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.0% |
| 7D | -3.1% | -1.5% | -1.5% | -3.0% |
| 30D | +2.8% | -6.0% | +8.8% | +3.2% |
| 3M | +14.8% | +24.0% | -9.3% | +13.0% |
| 6M | -16.2% | +17.0% | -33.2% | -16.8% |
| YTD | -9.6% | -0.7% | -9.0% | -8.2% |
| 1Y | +4.8% | +2.1% | +2.7% | +5.8% |
| All | +4.8% | +3.8% | +1.0% | +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 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