+156.3%
UPS vs LPLA
+1,289.5%
-1,133.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | -2.0% | -1.5% | -0.4% | -1.7% |
| 30D | -2.0% | -6.0% | +4.0% | -0.8% |
| 3M | -6.2% | +24.0% | -30.3% | -10.5% |
| 6M | +2.8% | +17.0% | -14.2% | -1.1% |
| YTD | +5.9% | -0.7% | +6.6% | +5.0% |
| 1Y | +26.2% | +2.1% | +24.1% | +24.1% |
| 3Y | -26.0% | +48.7% | -74.7% | -34.4% |
| 5Y | -34.3% | +151.2% | -185.5% | -49.4% |
| 10Y | +37.5% | +1,238.3% | -1,200.7% | -26.6% |
| All | +156.3% | +1,289.5% | -1,133.2% | +22.1% |
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