-68.9%
XYZ vs LPLA
+145.4%
-214.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.0% | -3.1% | +2.1% | +0.6% |
| 30D | -1.7% | -0.1% | -1.6% | -1.8% |
| 3M | +16.7% | +23.2% | -6.5% | +3.9% |
| 6M | +26.9% | +15.5% | +11.3% | +15.7% |
| YTD | +27.1% | +0.9% | +26.3% | +23.6% |
| 1Y | +9.3% | +0.2% | +9.1% | +5.6% |
| 3Y | +42.3% | +55.2% | -13.0% | +2.2% |
| All | -68.9% | +145.4% | -214.3% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling