+329.7%
USFD vs LPLA
+1,194.2%
-864.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.3% |
| 7D | -3.3% | -2.1% | -1.3% | -2.4% |
| 30D | -5.3% | -3.3% | -2.0% | -3.9% |
| 3M | +18.8% | +23.5% | -4.8% | +6.2% |
| 6M | +14.3% | +12.0% | +2.3% | +6.2% |
| YTD | +36.9% | -1.7% | +38.5% | +34.2% |
| 1Y | +31.7% | +3.2% | +28.5% | +24.5% |
| 3Y | +164.5% | +46.2% | +118.3% | +94.7% |
| 5Y | +212.6% | +144.9% | +67.7% | +53.2% |
| 10Y | +329.7% | +1,195.1% | -865.4% | +16.2% |
| All | +329.7% | +1,194.2% | -864.5% | +16.2% |
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