+277.6%
UNP vs LPLA
+1,251.7%
-974.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | -1.8% | -1.5% | -0.3% | -1.4% |
| 30D | -2.7% | -6.0% | +3.3% | -0.9% |
| 3M | +6.5% | +24.0% | -17.5% | -0.8% |
| 6M | +14.4% | +17.0% | -2.6% | +7.8% |
| YTD | +24.8% | -0.7% | +25.5% | +23.0% |
| 1Y | +34.4% | +2.1% | +32.3% | +30.5% |
| 3Y | +43.6% | +48.7% | -5.1% | +17.8% |
| 5Y | +53.2% | +151.2% | -98.0% | -4.4% |
| All | +277.6% | +1,251.7% | -974.1% | +24.8% |
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