+89.6%
AXP vs LPLA
+78.4%
+11.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | +0.6% | +4.1% | -3.6% | -1.1% |
| 30D | +5.8% | -9.0% | +14.8% | +9.0% |
| 3M | -6.0% | -17.6% | +11.6% | +0.7% |
| 6M | +0.3% | -8.8% | +9.1% | +2.3% |
| YTD | -12.3% | -17.0% | +4.8% | -7.7% |
| 1Y | -11.2% | -20.4% | +9.2% | -4.9% |
| 3Y | +117.0% | +35.4% | +81.6% | +76.6% |
| All | +89.6% | +78.4% | +11.1% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling