+73.6%
USAR vs LPLA
+50.5%
+23.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.7% |
| 7D | +2.3% | -2.1% | +4.4% | +2.6% |
| 30D | -8.6% | -3.3% | -5.3% | -8.2% |
| 3M | -20.5% | +23.5% | -44.0% | -23.3% |
| 6M | +1.2% | +12.0% | -10.8% | -0.4% |
| YTD | +48.4% | -1.7% | +50.1% | +48.6% |
| 1Y | +30.6% | +3.2% | +27.4% | +32.0% |
| 3Y | +73.6% | +46.2% | +27.4% | +75.1% |
| All | +73.6% | +50.5% | +23.2% | +75.1% |
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