+49.8%
USFD vs LPLA
-16.5%
+66.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.6% | +3.8% | +7.8% |
| 7D | +7.8% | +15.7% | -7.9% | +6.0% |
| 30D | +16.2% | -6.2% | +22.3% | +16.6% |
| 3M | +11.0% | -12.0% | +23.0% | +12.2% |
| 6M | +20.7% | -2.7% | +23.5% | +20.6% |
| YTD | +46.0% | -12.5% | +58.5% | +47.7% |
| 1Y | +49.8% | -16.5% | +66.3% | +53.4% |
| All | +49.8% | -16.5% | +66.3% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling