+367.0%
USFD vs LPLA
+797.0%
-430.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.0% |
| 7D | -0.2% | -3.2% | +3.0% | +1.4% |
| 30D | +12.3% | -8.6% | +21.0% | +16.4% |
| 3M | -0.7% | -18.7% | +18.0% | +8.4% |
| 6M | +31.3% | +4.5% | +26.7% | +25.1% |
| YTD | +45.7% | -15.3% | +61.0% | +51.7% |
| 1Y | +52.1% | -19.9% | +72.0% | +62.6% |
| 3Y | +158.2% | +33.4% | +124.8% | +93.6% |
| 5Y | +213.8% | +87.4% | +126.3% | +72.7% |
| 10Y | +367.0% | +800.4% | -433.4% | +30.1% |
| All | +367.0% | +797.0% | -430.0% | +30.1% |
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