-19.9%
USAR vs LPLA
+34.6%
-54.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.0% |
| 7D | +8.8% | -2.8% | +11.5% | +9.1% |
| 30D | -28.5% | -10.2% | -18.3% | -27.5% |
| 3M | -56.2% | -22.3% | -33.9% | -54.7% |
| 6M | -68.4% | -0.5% | -67.9% | -68.6% |
| YTD | -32.2% | -17.9% | -14.3% | -30.5% |
| 1Y | -52.3% | -22.0% | -30.3% | -51.3% |
| 3Y | -21.2% | +29.4% | -50.6% | -18.7% |
| All | -19.9% | +34.6% | -54.5% | -17.3% |
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