+317.7%
USFD vs LPLA
+1,342.8%
-1,025.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | -3.0% | -3.1% | +0.1% | -1.6% |
| 30D | +3.5% | -0.1% | +3.6% | +3.4% |
| 3M | +26.6% | +23.2% | +3.3% | +13.7% |
| 6M | +11.7% | +15.5% | -3.8% | +2.6% |
| YTD | +38.1% | +0.9% | +37.2% | +34.0% |
| 1Y | +33.4% | +0.2% | +33.2% | +28.2% |
| 3Y | +155.8% | +55.2% | +100.6% | +85.0% |
| 5Y | +214.0% | +145.4% | +68.6% | +60.1% |
| 10Y | +320.4% | +1,229.7% | -909.3% | +21.5% |
| All | +317.7% | +1,342.8% | -1,025.1% | +19.5% |
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