+92.7%
USB vs LPLA
+921.0%
-828.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.6% |
| 7D | -1.5% | +7.6% | -9.1% | -4.8% |
| 30D | +4.3% | -9.5% | +13.8% | +8.1% |
| 3M | -6.1% | -16.3% | +10.3% | +0.6% |
| 6M | +9.4% | -8.0% | +17.4% | +11.3% |
| YTD | +15.2% | -15.5% | +30.7% | +20.6% |
| 1Y | +32.8% | -19.4% | +52.1% | +41.9% |
| 3Y | +91.3% | +39.7% | +51.6% | +47.3% |
| 5Y | +22.7% | +83.0% | -60.4% | -21.7% |
| All | +92.7% | +921.0% | -828.3% | -41.0% |
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