+210.1%
W vs LPLA
+758.1%
-548.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.2% | -0.9% | +1.1% | +0.6% |
| 30D | +6.8% | -9.5% | +16.3% | +11.3% |
| 3M | +10.7% | -21.9% | +32.5% | +23.6% |
| 6M | +86.3% | -2.6% | +89.0% | +82.5% |
| YTD | +11.5% | -17.8% | +29.3% | +18.1% |
| 1Y | +5.1% | -21.2% | +26.3% | +13.6% |
| 3Y | +171.0% | +30.6% | +140.4% | +110.8% |
| 5Y | -56.6% | +81.3% | -138.0% | -73.2% |
| All | +210.1% | +758.1% | -548.0% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling