-19.0%
USAR vs LPLA
+34.7%
-53.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | -20.9% | -9.5% | -11.4% | -20.0% |
| 3M | -56.2% | -21.9% | -34.3% | -54.7% |
| 6M | -67.9% | -2.6% | -65.3% | -67.9% |
| YTD | -31.4% | -17.8% | -13.6% | -29.8% |
| 1Y | -45.1% | -21.2% | -23.9% | -43.9% |
| 3Y | -20.3% | +30.6% | -50.9% | -17.8% |
| All | -19.0% | +34.7% | -53.7% | -16.4% |
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 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