+62.6%
XYZ vs LPLA
+29.4%
+33.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | -1.1% | -0.9% | -0.1% | -0.7% |
| 30D | +11.5% | -9.5% | +21.0% | +14.7% |
| 3M | +1.8% | -21.9% | +23.7% | +9.8% |
| 6M | +21.2% | -2.6% | +23.8% | +20.6% |
| YTD | +29.9% | -17.8% | +47.7% | +36.8% |
| 1Y | +35.8% | -21.2% | +56.9% | +45.4% |
| 3Y | +62.6% | +30.6% | +32.0% | +65.2% |
| All | +62.6% | +29.4% | +33.2% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling