+262.2%
UMC vs LPLA
+46.5%
+215.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.3% |
| 7D | +9.0% | -1.5% | +10.5% | +9.1% |
| 30D | +17.2% | -6.0% | +23.2% | +17.6% |
| 3M | +11.4% | +24.0% | -12.6% | +9.6% |
| 6M | +137.5% | +17.0% | +120.5% | +134.4% |
| YTD | +193.1% | -0.7% | +193.8% | +193.5% |
| 1Y | +240.3% | +2.1% | +238.2% | +238.2% |
| 3Y | +262.2% | +48.7% | +213.5% | +247.7% |
| All | +262.2% | +46.5% | +215.7% | +247.7% |
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