+22.0%
USB vs LPLA
+78.4%
-56.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | 0.0% | +4.1% | -4.1% | -1.5% |
| 30D | +5.8% | -9.0% | +14.9% | +8.7% |
| 3M | -6.0% | -17.6% | +11.7% | -0.1% |
| 6M | +7.8% | -8.8% | +16.6% | +9.8% |
| YTD | +14.6% | -17.0% | +31.6% | +19.9% |
| 1Y | +31.8% | -20.4% | +52.2% | +40.0% |
| 3Y | +91.5% | +35.4% | +56.1% | +57.7% |
| All | +22.0% | +78.4% | -56.4% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling