+1,340.7%
URI vs LPLA
+902.8%
+437.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.2% |
| 7D | -9.8% | +4.1% | -13.9% | -12.1% |
| 30D | +1.7% | -9.0% | +10.8% | +5.9% |
| 3M | -9.1% | -17.6% | +8.6% | -0.3% |
| 6M | +9.9% | -8.8% | +18.7% | +11.6% |
| YTD | +31.2% | -17.0% | +48.2% | +38.5% |
| 1Y | +25.9% | -20.4% | +46.4% | +36.3% |
| 3Y | +147.4% | +35.4% | +112.0% | +76.0% |
| 5Y | +179.7% | +79.7% | +100.0% | +51.6% |
| All | +1,340.7% | +902.8% | +437.9% | +138.5% |
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