-17.9%
USAR vs LPLA
+38.8%
-56.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +4.6% |
| 7D | +0.8% | -3.2% | +4.0% | +1.2% |
| 30D | -30.1% | -8.6% | -21.4% | -29.3% |
| 3M | -56.3% | -18.7% | -37.6% | -55.1% |
| 6M | -68.6% | +4.5% | -73.1% | -69.0% |
| YTD | -30.5% | -15.3% | -15.2% | -29.1% |
| 1Y | -53.5% | -19.9% | -33.6% | -52.7% |
| 3Y | -19.3% | +33.4% | -52.7% | -17.0% |
| All | -17.9% | +38.8% | -56.7% | -15.6% |
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