+59.3%
USAR vs LPLA
+59.8%
-0.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.9% |
| 7D | -9.3% | -3.7% | -5.7% | -8.8% |
| 30D | -15.2% | -6.4% | -8.8% | -14.4% |
| 3M | -21.1% | +20.2% | -41.3% | -23.4% |
| 6M | -21.6% | +12.8% | -34.4% | -22.8% |
| YTD | +34.8% | -2.5% | +37.3% | +35.1% |
| 1Y | +15.6% | +1.9% | +13.7% | +17.0% |
| 3Y | +57.7% | +45.0% | +12.7% | +59.3% |
| All | +59.3% | +59.8% | -0.5% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling