+156.6%
USFD vs LPLA
+33.3%
+123.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | -0.2% | -3.2% | +3.0% | +0.5% |
| 30D | +12.3% | -8.6% | +21.0% | +14.0% |
| 3M | -0.7% | -18.7% | +18.0% | +3.0% |
| 6M | +31.3% | +4.5% | +26.7% | +28.9% |
| YTD | +45.7% | -15.3% | +61.0% | +49.0% |
| 1Y | +52.1% | -19.9% | +72.0% | +57.4% |
| All | +156.6% | +33.3% | +123.3% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling