-16.0%
Z vs LPLA
+824.7%
-840.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.9% |
| 7D | -6.5% | +3.6% | -10.1% | -7.5% |
| 30D | -0.1% | -6.8% | +6.7% | +2.3% |
| 3M | -14.1% | -17.0% | +2.9% | -8.5% |
| 6M | -30.1% | +1.8% | -31.9% | -31.0% |
| YTD | -57.5% | -13.4% | -44.1% | -55.8% |
| 1Y | -60.3% | -17.5% | -42.8% | -58.0% |
| 3Y | -21.0% | +36.5% | -57.5% | -33.7% |
| 5Y | -54.9% | +92.6% | -147.6% | -68.7% |
| 10Y | -16.0% | +809.2% | -825.2% | -63.4% |
| All | -16.0% | +824.7% | -840.8% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling