+158.6%
AWK vs LPLA
+758.1%
-599.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.1% | -0.9% | +1.1% | +0.2% |
| 30D | +14.3% | -9.5% | +23.8% | +14.7% |
| 3M | +10.3% | -21.9% | +32.2% | +11.5% |
| 6M | +18.9% | -2.6% | +21.6% | +18.8% |
| YTD | +17.7% | -17.8% | +35.5% | +18.4% |
| 1Y | +16.9% | -21.2% | +38.0% | +17.8% |
| 3Y | +32.2% | +30.6% | +1.6% | +26.3% |
| 5Y | -2.2% | +81.3% | -83.5% | -11.3% |
| All | +158.6% | +758.1% | -599.5% | +111.6% |
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 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