+182.1%
UPS vs LPLA
+1,049.0%
-867.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.2% |
| 7D | -0.6% | -2.8% | +2.2% | 0.0% |
| 30D | +16.4% | -10.2% | +26.6% | +18.6% |
| 3M | +7.9% | -22.3% | +30.2% | +12.9% |
| 6M | +15.8% | -0.5% | +16.3% | +14.9% |
| YTD | +16.6% | -17.9% | +34.4% | +19.4% |
| 1Y | +22.3% | -22.0% | +44.3% | +26.6% |
| 3Y | -6.2% | +29.4% | -35.6% | -14.9% |
| 5Y | -34.4% | +81.2% | -115.6% | -46.2% |
| 10Y | +41.7% | +773.4% | -731.7% | -18.3% |
| All | +182.1% | +1,049.0% | -867.0% | +38.9% |
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