+91.7%
USB vs LPLA
+902.8%
-811.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | 0.0% | +4.1% | -4.1% | -1.9% |
| 30D | +5.8% | -9.0% | +14.9% | +9.4% |
| 3M | -6.0% | -17.6% | +11.7% | +1.4% |
| 6M | +7.8% | -8.8% | +16.6% | +10.1% |
| YTD | +14.6% | -17.0% | +31.6% | +21.0% |
| 1Y | +31.8% | -20.4% | +52.2% | +41.7% |
| 3Y | +91.5% | +35.4% | +56.1% | +49.8% |
| 5Y | +22.0% | +79.7% | -57.7% | -21.5% |
| All | +91.7% | +902.8% | -811.1% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling