+112.2%
USO vs LPLA
+3.8%
+108.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.1% |
| 7D | +9.1% | -1.5% | +10.7% | +9.0% |
| 30D | +21.7% | -6.0% | +27.7% | +21.3% |
| 3M | +20.2% | +24.0% | -3.8% | +21.1% |
| 6M | +43.4% | +17.0% | +26.4% | +44.0% |
| YTD | +124.0% | -0.7% | +124.6% | +126.4% |
| 1Y | +112.2% | +2.1% | +110.1% | +112.2% |
| All | +112.2% | +3.8% | +108.4% | +112.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling