+120.5%
URI vs LPLA
+54.7%
+65.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.0% | -3.1% | +1.1% | -1.0% |
| 30D | -12.9% | -0.1% | -12.9% | -13.0% |
| 3M | -6.7% | +23.2% | -30.0% | -13.5% |
| 6M | +19.0% | +15.5% | +3.5% | +12.0% |
| YTD | +25.5% | +0.9% | +24.6% | +23.8% |
| 1Y | +5.5% | +0.2% | +5.4% | +3.8% |
| All | +120.5% | +54.7% | +65.9% | +86.8% |
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