+218.4%
USFD vs LPLA
+81.8%
+136.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.5% |
| 7D | +1.3% | -2.8% | +4.1% | +2.1% |
| 30D | +10.6% | -10.2% | +20.7% | +13.5% |
| 3M | -2.4% | -22.3% | +19.8% | +4.1% |
| 6M | +28.9% | -0.5% | +29.4% | +27.4% |
| YTD | +43.7% | -17.9% | +61.6% | +49.2% |
| 1Y | +48.5% | -22.0% | +70.5% | +56.5% |
| 3Y | +154.7% | +29.4% | +125.3% | +118.2% |
| 5Y | +218.4% | +81.2% | +137.2% | +96.4% |
| All | +218.4% | +81.8% | +136.6% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling