+971.2%
UMC vs LPLA
+1,049.8%
-78.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | +11.2% | -0.9% | +12.1% | +11.4% |
| 30D | -28.0% | -9.5% | -18.5% | -26.7% |
| 3M | -20.5% | -21.9% | +1.3% | -16.7% |
| 6M | -1.6% | -2.6% | +1.1% | -2.4% |
| YTD | +99.4% | -17.8% | +117.2% | +103.3% |
| 1Y | +120.4% | -21.2% | +141.6% | +126.7% |
| 3Y | +134.2% | +30.6% | +103.6% | +107.6% |
| 5Y | +78.8% | +81.3% | -2.5% | +43.2% |
| 10Y | +1,280.4% | +773.9% | +506.5% | +662.4% |
| All | +971.2% | +1,049.8% | -78.6% | +393.0% |
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