+120.2%
AXP vs LPLA
+37.6%
+82.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.3% | -0.1% |
| 7D | -1.1% | +2.3% | -3.4% | -1.9% |
| 30D | +5.2% | -7.7% | +12.9% | +7.5% |
| 3M | -4.6% | -15.7% | +11.1% | +0.5% |
| 6M | +3.2% | +0.8% | +2.4% | +1.3% |
| YTD | -11.3% | -14.2% | +2.9% | -8.3% |
| 1Y | -11.0% | -17.9% | +6.9% | -6.4% |
| 3Y | +120.2% | +36.1% | +84.1% | +98.5% |
| All | +120.2% | +37.6% | +82.5% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling