+69.4%
USAR vs LPLA
+60.9%
+8.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -4.4% | -1.5% | -2.9% | -4.2% |
| 30D | -10.4% | -6.0% | -4.4% | -9.6% |
| 3M | -18.4% | +21.4% | -39.7% | -20.9% |
| 6M | -8.8% | +12.1% | -20.9% | -10.2% |
| YTD | +43.4% | -1.8% | +45.2% | +43.6% |
| 1Y | +21.0% | +3.2% | +17.8% | +22.3% |
| 3Y | +67.7% | +45.9% | +21.8% | +69.2% |
| All | +69.4% | +60.9% | +8.5% | +70.9% |
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