+28.0%
ULTA vs LPLA
+43.8%
-15.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | -3.9% | -3.7% | -0.2% | -3.3% |
| 30D | -1.1% | -6.4% | +5.3% | -0.1% |
| 3M | +13.8% | +20.2% | -6.4% | +10.4% |
| 6M | -17.2% | +12.8% | -30.1% | -19.0% |
| YTD | -11.5% | -2.5% | -9.0% | -11.3% |
| 1Y | +3.9% | +1.9% | +2.0% | +3.1% |
| All | +28.0% | +43.8% | -15.8% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling