-18.4%
Z vs LPLA
+38.6%
-56.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.4% | -7.2% | -9.8% |
| 7D | -2.3% | +7.6% | -9.9% | -3.7% |
| 30D | +9.4% | -9.5% | +18.8% | +11.8% |
| 3M | -16.1% | -16.3% | +0.2% | -12.9% |
| 6M | -30.4% | -8.0% | -22.5% | -29.2% |
| YTD | -55.6% | -15.5% | -40.1% | -54.4% |
| 1Y | -58.5% | -19.4% | -39.2% | -57.1% |
| All | -18.4% | +38.6% | -56.9% | -7.6% |
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