+9.2%
Z vs LPLA
+637.3%
-628.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.4% | -7.2% | -9.6% |
| 7D | -2.3% | +7.6% | -9.9% | -4.3% |
| 30D | +9.4% | -9.5% | +18.8% | +12.7% |
| 3M | -16.1% | -16.3% | +0.2% | -11.5% |
| 6M | -30.4% | -8.0% | -22.5% | -29.0% |
| YTD | -55.6% | -15.5% | -40.1% | -53.6% |
| 1Y | -58.5% | -19.4% | -39.2% | -56.0% |
| 3Y | -19.6% | +39.7% | -59.3% | -31.2% |
| 5Y | -54.1% | +83.0% | -137.2% | -65.4% |
| 10Y | -12.1% | +933.4% | -945.5% | -59.2% |
| All | +9.2% | +637.3% | -628.1% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling