+17.8%
YUM vs LPLA
+46.5%
-28.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | -6.1% | -1.5% | -4.5% | -6.0% |
| 30D | -5.8% | -6.0% | +0.2% | -5.6% |
| 3M | -7.6% | +24.0% | -31.7% | -8.7% |
| 6M | -9.1% | +17.0% | -26.1% | -10.0% |
| YTD | -5.5% | -0.7% | -4.9% | -5.7% |
| 1Y | -3.7% | +2.1% | -5.8% | -4.2% |
| 3Y | +17.8% | +48.7% | -30.9% | +16.5% |
| All | +17.8% | +46.5% | -28.7% | +16.5% |
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