-68.4%
USAR vs LPLA
+1.7%
-70.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.6% |
| 7D | +8.8% | -2.8% | +11.5% | +8.4% |
| 30D | -28.5% | -10.2% | -18.3% | -28.4% |
| 3M | -56.2% | -22.3% | -33.9% | -57.4% |
| 6M | -68.4% | -0.5% | -67.9% | -67.3% |
| All | -68.4% | +1.7% | -70.1% | -67.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling