+74.9%
USAR vs LPLA
+65.4%
+9.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -2.1% | -3.1% | +1.0% | -1.7% |
| 30D | +2.6% | -0.1% | +2.7% | +2.6% |
| 3M | -35.0% | +23.2% | -58.2% | -37.1% |
| 6M | -6.9% | +15.5% | -22.4% | -8.7% |
| YTD | +48.0% | +0.9% | +47.1% | +47.6% |
| 1Y | +24.8% | +0.2% | +24.6% | +25.2% |
| 3Y | +73.2% | +55.2% | +18.0% | +74.1% |
| All | +74.9% | +65.4% | +9.5% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling