+203.4%
W vs LPLA
+679.4%
-476.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.7% |
| 7D | -7.4% | -3.2% | -4.2% | -6.0% |
| 30D | +7.8% | -8.6% | +16.4% | +11.3% |
| 3M | +10.9% | -18.7% | +29.6% | +20.0% |
| 6M | +86.4% | +4.5% | +81.9% | +77.5% |
| YTD | +14.0% | -15.3% | +29.3% | +18.5% |
| 1Y | +3.5% | -19.9% | +23.4% | +10.2% |
| 3Y | +164.8% | +33.4% | +131.4% | +114.4% |
| 5Y | -53.1% | +87.4% | -140.5% | -68.3% |
| 10Y | +220.4% | +800.4% | -580.0% | +11.3% |
| All | +203.4% | +679.4% | -476.0% | +23.2% |
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