-53.8%
Z vs LPLA
+89.2%
-143.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.4% | +2.8% |
| 7D | -5.2% | +2.3% | -7.5% | -5.6% |
| 30D | +5.7% | -7.7% | +13.4% | +8.0% |
| 3M | -8.7% | -15.7% | +6.9% | -4.5% |
| 6M | -26.0% | +0.8% | -26.8% | -26.4% |
| YTD | -55.0% | -14.2% | -40.8% | -53.5% |
| 1Y | -58.0% | -17.9% | -40.1% | -56.0% |
| 3Y | -15.2% | +36.1% | -51.3% | -24.8% |
| 5Y | -53.8% | +90.3% | -144.1% | -67.5% |
| All | -53.8% | +89.2% | -143.0% | -67.5% |
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 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