+316.2%
USB vs LPLA
+1,311.2%
-995.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | +1.4% | -3.1% | +4.5% | +2.7% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +15.2% | +23.2% | -8.0% | +5.5% |
| 6M | +18.8% | +15.5% | +3.3% | +10.9% |
| YTD | +21.0% | +0.9% | +20.1% | +18.7% |
| 1Y | +34.0% | +0.2% | +33.9% | +30.7% |
| 3Y | +95.3% | +55.2% | +40.1% | +53.2% |
| 5Y | +40.4% | +145.4% | -105.1% | -12.0% |
| 10Y | +107.3% | +1,229.7% | -1,122.3% | -29.7% |
| All | +316.2% | +1,311.2% | -995.0% | +22.3% |
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