+407.0%
AXP vs LPLA
+758.1%
-351.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.1% | -0.9% | +0.8% | +0.3% |
| 30D | +4.4% | -9.5% | +13.9% | +8.7% |
| 3M | -6.4% | -21.9% | +15.4% | +4.9% |
| 6M | +4.2% | -2.6% | +6.8% | +2.8% |
| YTD | -12.4% | -17.8% | +5.4% | -6.5% |
| 1Y | -11.1% | -21.2% | +10.1% | -3.0% |
| 3Y | +114.9% | +30.6% | +84.2% | +66.8% |
| 5Y | +87.4% | +81.3% | +6.1% | +11.4% |
| All | +407.0% | +758.1% | -351.1% | +34.5% |
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