+328.9%
USFD vs LPLA
+1,108.1%
-779.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -1.2% |
| 7D | +3.9% | +7.6% | -3.7% | +0.5% |
| 30D | +10.7% | -9.5% | +20.2% | +15.0% |
| 3M | +6.3% | -16.3% | +22.7% | +14.0% |
| 6M | +16.2% | -8.0% | +24.2% | +18.2% |
| YTD | +41.9% | -15.5% | +57.4% | +47.7% |
| 1Y | +44.2% | -19.4% | +63.6% | +53.3% |
| 3Y | +159.8% | +39.7% | +120.1% | +94.2% |
| 5Y | +177.1% | +83.0% | +94.1% | +63.2% |
| 10Y | +376.2% | +933.4% | -557.3% | +48.4% |
| All | +328.9% | +1,108.1% | -779.2% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling