-16.7%
AWK vs LPLA
+145.5%
-162.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +0.6% | -1.5% | +2.2% | +0.5% |
| 30D | +4.3% | -6.0% | +10.3% | +4.1% |
| 3M | +12.5% | +21.4% | -8.8% | +13.4% |
| 6M | +3.3% | +12.1% | -8.8% | +3.9% |
| YTD | +9.8% | -1.8% | +11.6% | +9.9% |
| 1Y | +2.9% | +3.2% | -0.3% | +3.2% |
| 3Y | +9.6% | +45.9% | -36.3% | +9.7% |
| 5Y | -16.7% | +144.7% | -161.3% | -15.6% |
| All | -16.7% | +145.5% | -162.2% | -15.6% |
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 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