+733.8%
AWK vs LPLA
+1,311.2%
-577.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.7% | -3.1% | +4.8% | +1.9% |
| 30D | +5.6% | -0.1% | +5.7% | +5.6% |
| 3M | +15.9% | +23.2% | -7.4% | +14.5% |
| 6M | +4.6% | +15.5% | -11.0% | +3.6% |
| YTD | +10.1% | +0.9% | +9.2% | +9.7% |
| 1Y | +2.1% | +0.2% | +1.9% | +1.7% |
| 3Y | +9.8% | +55.2% | -45.4% | +4.8% |
| 5Y | -15.4% | +145.4% | -160.8% | -23.5% |
| 10Y | +129.4% | +1,229.7% | -1,100.3% | +77.7% |
| All | +733.8% | +1,311.2% | -577.4% | +496.7% |
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