+29.3%
V vs LPLA
-16.5%
+45.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.6% | -0.8% | +3.2% |
| 7D | +9.0% | +15.7% | -6.7% | +7.1% |
| 30D | +18.1% | -6.2% | +24.3% | +18.6% |
| 3M | +18.3% | -12.0% | +30.3% | +19.5% |
| 6M | +34.1% | -2.7% | +36.8% | +33.8% |
| YTD | +25.2% | -12.5% | +37.8% | +23.5% |
| 1Y | +29.3% | -16.5% | +45.8% | +28.4% |
| All | +29.3% | -16.5% | +45.8% | +28.4% |
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 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