+2,085.6%
V vs LPLA
+1,311.2%
+774.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.7% | -3.1% | +1.4% | -0.9% |
| 30D | +2.0% | -0.1% | +2.0% | +1.9% |
| 3M | +17.4% | +23.2% | -5.9% | +10.4% |
| 6M | +17.5% | +15.5% | +2.0% | +12.0% |
| YTD | +7.6% | +0.9% | +6.7% | +5.8% |
| 1Y | +7.7% | +0.2% | +7.6% | +5.5% |
| 3Y | +54.7% | +55.2% | -0.6% | +29.5% |
| 5Y | +73.0% | +145.4% | -72.4% | +21.5% |
| 10Y | +390.9% | +1,229.7% | -838.8% | +111.7% |
| All | +2,085.6% | +1,311.2% | +774.4% | +767.7% |
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