+288.4%
UNP vs LPLA
+797.0%
-508.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | -2.1% | -3.2% | +1.1% | -1.1% |
| 30D | +7.3% | -8.6% | +15.9% | +9.7% |
| 3M | +3.6% | -18.7% | +22.3% | +9.4% |
| 6M | +15.8% | +4.5% | +11.3% | +12.5% |
| YTD | +32.6% | -15.3% | +47.9% | +36.0% |
| 1Y | +37.2% | -19.9% | +57.1% | +43.1% |
| 3Y | +52.6% | +33.4% | +19.2% | +28.0% |
| 5Y | +40.6% | +87.4% | -46.8% | -3.4% |
| 10Y | +288.4% | +800.4% | -512.0% | +41.6% |
| All | +288.4% | +797.0% | -508.6% | +41.6% |
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