+440.3%
AXP vs LPLA
+892.4%
-452.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.3% | -0.7% |
| 7D | -1.1% | +2.3% | -3.4% | -2.4% |
| 30D | +5.2% | -7.7% | +12.9% | +8.4% |
| 3M | -4.6% | -15.7% | +11.1% | +2.8% |
| 6M | +3.2% | +0.8% | +2.4% | 0.0% |
| YTD | -11.3% | -14.2% | +2.9% | -7.5% |
| 1Y | -11.0% | -17.9% | +6.9% | -4.9% |
| 3Y | +120.2% | +36.1% | +84.1% | +67.4% |
| 5Y | +91.7% | +90.3% | +1.4% | +11.1% |
| 10Y | +440.3% | +841.0% | -400.6% | +37.8% |
| All | +440.3% | +892.4% | -452.1% | +37.8% |
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