+39.3%
UNP vs LPLA
+93.2%
-53.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -0.9% | +3.6% | -4.6% | -1.4% |
| 30D | +8.0% | -6.8% | +14.8% | +8.8% |
| 3M | +3.3% | -17.0% | +20.4% | +5.8% |
| 6M | +14.7% | +1.8% | +12.9% | +13.6% |
| YTD | +31.9% | -13.4% | +45.3% | +33.4% |
| 1Y | +37.1% | -17.5% | +54.6% | +39.6% |
| 3Y | +51.9% | +36.5% | +15.4% | +40.2% |
| 5Y | +39.3% | +92.6% | -53.3% | +16.6% |
| All | +39.3% | +93.2% | -53.9% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling