+149.5%
URI vs LPLA
+29.4%
+120.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | +6.7% | -0.9% | +7.7% | +7.0% |
| 30D | +8.9% | -9.5% | +18.4% | +11.4% |
| 3M | +0.5% | -21.9% | +22.4% | +7.4% |
| 6M | +20.7% | -2.6% | +23.3% | +19.4% |
| YTD | +40.0% | -17.8% | +57.8% | +45.8% |
| 1Y | +34.4% | -21.2% | +55.6% | +42.2% |
| 3Y | +149.5% | +30.6% | +118.8% | +128.8% |
| All | +149.5% | +29.4% | +120.1% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling