+132.1%
AWK vs LPLA
+1,226.8%
-1,094.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | -0.7% | -3.7% | +2.9% | -0.6% |
| 30D | +2.8% | -6.4% | +9.2% | +3.1% |
| 3M | +11.3% | +20.2% | -8.9% | +10.3% |
| 6M | +6.7% | +12.8% | -6.1% | +5.9% |
| YTD | +9.4% | -2.5% | +11.9% | +9.3% |
| 1Y | +3.7% | +1.9% | +1.8% | +3.2% |
| 3Y | +9.2% | +45.0% | -35.7% | +4.6% |
| 5Y | -15.7% | +146.6% | -162.3% | -24.9% |
| All | +132.1% | +1,226.8% | -1,094.7% | +94.2% |
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