+79.8%
USB vs LPLA
+757.5%
-677.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +1.0% |
| 7D | +1.2% | -2.8% | +4.0% | +2.4% |
| 30D | +6.3% | -10.2% | +16.4% | +10.5% |
| 3M | -6.1% | -22.3% | +16.1% | +4.0% |
| 6M | +13.0% | -0.5% | +13.5% | +10.9% |
| YTD | +16.6% | -17.9% | +34.4% | +23.6% |
| 1Y | +31.1% | -22.0% | +53.2% | +42.3% |
| 3Y | +100.9% | +29.4% | +71.5% | +60.7% |
| 5Y | +24.5% | +81.2% | -56.7% | -20.5% |
| All | +79.8% | +757.5% | -677.7% | -41.6% |
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 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