+1,613.9%
ULTA vs LPLA
+1,273.0%
+340.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -1.8% | -1.5% | -0.2% | -1.3% |
| 30D | -1.2% | -6.0% | +4.7% | +0.7% |
| 3M | +13.4% | +21.4% | -8.0% | +5.4% |
| 6M | -15.6% | +12.1% | -27.7% | -19.9% |
| YTD | -10.4% | -1.8% | -8.6% | -11.6% |
| 1Y | +5.5% | +3.2% | +2.2% | +1.6% |
| 3Y | +31.0% | +45.9% | -15.0% | +7.0% |
| 5Y | +41.8% | +144.7% | -102.8% | -9.8% |
| 10Y | +127.0% | +1,222.4% | -1,095.5% | -15.5% |
| All | +1,613.9% | +1,273.0% | +340.8% | +457.3% |
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 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