+448.7%
AXP vs LPLA
+902.8%
-454.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.3% |
| 7D | +0.6% | +4.1% | -3.6% | -1.6% |
| 30D | +5.8% | -9.0% | +14.8% | +9.9% |
| 3M | -6.0% | -17.6% | +11.6% | +2.4% |
| 6M | +0.3% | -8.8% | +9.1% | +2.5% |
| YTD | -12.3% | -17.0% | +4.8% | -6.8% |
| 1Y | -11.2% | -20.4% | +9.2% | -3.6% |
| 3Y | +117.0% | +35.4% | +81.6% | +65.3% |
| 5Y | +93.2% | +79.7% | +13.4% | +16.0% |
| All | +448.7% | +902.8% | -454.1% | +40.5% |
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