+228.4%
UNH vs LPLA
+1,251.7%
-1,023.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.2% | -2.8% |
| 7D | -4.5% | -1.5% | -3.0% | -4.3% |
| 30D | -6.5% | -6.0% | -0.5% | -5.4% |
| 3M | -6.0% | +24.0% | -30.0% | -10.5% |
| 6M | +33.7% | +17.0% | +16.7% | +28.4% |
| YTD | +16.4% | -0.7% | +17.1% | +15.3% |
| 1Y | +10.1% | +2.1% | +8.0% | +8.0% |
| 3Y | -16.3% | +48.7% | -65.0% | -27.7% |
| 5Y | +2.1% | +151.2% | -149.1% | -28.0% |
| All | +228.4% | +1,251.7% | -1,023.3% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling