+362.2%
USFD vs LPLA
+902.8%
-540.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.7% |
| 7D | +3.0% | +4.1% | -1.2% | +1.0% |
| 30D | +11.1% | -9.0% | +20.1% | +15.3% |
| 3M | -0.3% | -17.6% | +17.4% | +8.0% |
| 6M | +15.9% | -8.8% | +24.7% | +18.3% |
| YTD | +41.6% | -17.0% | +58.7% | +48.9% |
| 1Y | +49.4% | -20.4% | +69.8% | +60.1% |
| 3Y | +157.8% | +35.4% | +122.4% | +92.0% |
| 5Y | +176.6% | +79.7% | +96.9% | +57.4% |
| All | +362.2% | +902.8% | -540.6% | +38.3% |
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 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