+196.2%
W vs LPLA
+663.6%
-467.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.7% |
| 7D | -3.6% | +4.1% | -7.7% | -5.2% |
| 30D | +7.0% | -9.0% | +16.0% | +10.7% |
| 3M | +7.4% | -17.6% | +25.0% | +15.5% |
| 6M | +69.3% | -8.8% | +78.1% | +71.7% |
| YTD | +11.3% | -17.0% | +28.3% | +16.8% |
| 1Y | +13.2% | -20.4% | +33.6% | +20.9% |
| 3Y | +142.0% | +35.4% | +106.6% | +94.3% |
| 5Y | -54.6% | +79.7% | -134.4% | -68.7% |
| 10Y | +243.7% | +915.0% | -671.2% | +17.0% |
| All | +196.2% | +663.6% | -467.3% | +21.4% |
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 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