+163.6%
W vs LPLA
+828.5%
-664.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -4.2% | -3.1% | -1.1% | -2.8% |
| 30D | -7.6% | -0.1% | -7.5% | -7.7% |
| 3M | +37.2% | +23.2% | +13.9% | +23.4% |
| 6M | +26.3% | +15.5% | +10.8% | +15.8% |
| YTD | -1.0% | +0.9% | -1.9% | -3.6% |
| 1Y | +20.1% | +0.2% | +19.9% | +16.0% |
| 3Y | +37.8% | +55.2% | -17.4% | +5.7% |
| 5Y | -63.7% | +145.4% | -209.1% | -78.0% |
| 10Y | +156.3% | +1,229.7% | -1,073.3% | -20.4% |
| All | +163.6% | +828.5% | -664.9% | +0.2% |
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 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