-64.8%
Z vs LPLA
+145.4%
-210.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.0% | -3.1% | +0.1% | -2.2% |
| 30D | -4.2% | -0.1% | -4.1% | -4.2% |
| 3M | -3.7% | +23.2% | -26.9% | -8.9% |
| 6M | -24.5% | +15.5% | -40.0% | -27.6% |
| YTD | -49.3% | +0.9% | -50.2% | -49.8% |
| 1Y | -58.7% | +0.2% | -58.8% | -59.1% |
| 3Y | -34.1% | +55.2% | -89.4% | -42.6% |
| All | -64.8% | +145.4% | -210.3% | -75.8% |
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