+1,344.7%
UMC vs LPLA
+1,311.2%
+33.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.6% |
| 7D | +5.0% | -3.1% | +8.0% | +5.6% |
| 30D | +7.7% | -0.1% | +7.8% | +7.7% |
| 3M | +1.7% | +23.2% | -21.6% | -3.4% |
| 6M | +113.9% | +15.5% | +98.4% | +105.0% |
| YTD | +168.9% | +0.9% | +168.0% | +164.0% |
| 1Y | +207.2% | +0.2% | +207.0% | +201.0% |
| 3Y | +227.7% | +55.2% | +172.5% | +181.6% |
| 5Y | +118.0% | +145.4% | -27.4% | +64.2% |
| 10Y | +1,682.1% | +1,229.7% | +452.5% | +802.2% |
| All | +1,344.7% | +1,311.2% | +33.5% | +540.0% |
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