+554.8%
XYZ vs LPLA
+683.8%
-129.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.8% |
| 7D | +12.6% | +3.6% | +9.0% | +11.2% |
| 30D | +10.8% | -6.8% | +17.6% | +13.4% |
| 3M | +8.4% | -17.0% | +25.4% | +16.1% |
| 6M | +14.3% | +1.8% | +12.5% | +11.1% |
| YTD | +31.5% | -13.4% | +44.9% | +35.5% |
| 1Y | +28.1% | -17.5% | +45.6% | +34.8% |
| 3Y | +66.2% | +36.5% | +29.7% | +37.0% |
| 5Y | -62.3% | +92.6% | -155.0% | -73.3% |
| 10Y | +634.6% | +809.2% | -174.6% | +228.3% |
| All | +554.8% | +683.8% | -129.0% | +215.9% |
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