+81.3%
USB vs LPLA
+758.1%
-676.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +2.6% | -0.9% | +3.5% | +3.0% |
| 30D | +8.4% | -9.5% | +17.9% | +12.3% |
| 3M | -5.5% | -21.9% | +16.3% | +4.4% |
| 6M | +17.7% | -2.6% | +20.3% | +16.8% |
| YTD | +17.6% | -17.8% | +35.4% | +24.6% |
| 1Y | +33.9% | -21.2% | +55.0% | +44.5% |
| 3Y | +103.8% | +30.6% | +73.2% | +62.2% |
| 5Y | +25.6% | +81.3% | -55.7% | -19.8% |
| All | +81.3% | +758.1% | -676.8% | -41.1% |
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