+304.6%
USB vs LPLA
+1,123.3%
-818.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +0.1% |
| 7D | +2.4% | +15.7% | -13.3% | -3.5% |
| 30D | +6.6% | -6.2% | +12.7% | +8.5% |
| 3M | -4.1% | -12.0% | +7.9% | -0.1% |
| 6M | +12.5% | -2.7% | +15.2% | +11.8% |
| YTD | +17.6% | -12.5% | +30.2% | +21.0% |
| 1Y | +36.5% | -16.5% | +53.0% | +42.9% |
| 3Y | +95.4% | +44.6% | +50.8% | +55.7% |
| 5Y | +26.1% | +87.3% | -61.1% | -12.4% |
| 10Y | +101.3% | +969.8% | -868.5% | -26.6% |
| All | +304.6% | +1,123.3% | -818.7% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling