+860.9%
AXP vs LPLA
+1,311.2%
-450.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | -3.1% | +1.0% | -0.8% |
| 30D | -6.5% | -0.1% | -6.5% | -6.6% |
| 3M | +4.6% | +23.2% | -18.6% | -5.2% |
| 6M | +5.4% | +15.5% | -10.1% | -2.4% |
| YTD | -11.1% | +0.9% | -12.0% | -13.0% |
| 1Y | -0.3% | +0.2% | -0.5% | -2.9% |
| 3Y | +111.6% | +55.2% | +56.4% | +63.8% |
| 5Y | +117.6% | +145.4% | -27.9% | +31.4% |
| 10Y | +474.1% | +1,229.7% | -755.5% | +84.4% |
| All | +860.9% | +1,311.2% | -450.4% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling