+187.2%
UPS vs LPLA
+1,049.8%
-862.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | +17.4% | -9.5% | +26.8% | +19.3% |
| 3M | +8.2% | -21.9% | +30.1% | +13.1% |
| 6M | +17.9% | -2.6% | +20.6% | +17.5% |
| YTD | +18.7% | -17.8% | +36.5% | +21.6% |
| 1Y | +24.8% | -21.2% | +46.0% | +28.9% |
| 3Y | -4.5% | +30.6% | -35.2% | -13.5% |
| 5Y | -33.2% | +81.3% | -114.6% | -45.2% |
| 10Y | +44.2% | +773.9% | -729.7% | -16.8% |
| All | +187.2% | +1,049.8% | -862.5% | +41.4% |
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