+91.4%
USO vs LPLA
+44.8%
+46.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +6.2% | -1.5% | +7.8% | +6.4% |
| 30D | +19.1% | -6.0% | +25.1% | +19.7% |
| 3M | +14.2% | +21.4% | -7.1% | +11.9% |
| 6M | +43.7% | +12.1% | +31.7% | +41.6% |
| YTD | +116.8% | -1.8% | +118.7% | +116.8% |
| 1Y | +104.3% | +3.2% | +101.1% | +102.2% |
| All | +91.4% | +44.8% | +46.5% | +82.2% |
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 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