+860.3%
AXP vs LPLA
+1,081.7%
-221.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -0.8% |
| 7D | +0.4% | +7.6% | -7.2% | -2.9% |
| 30D | +7.0% | -9.5% | +16.5% | +10.8% |
| 3M | -6.6% | -16.3% | +9.7% | -0.2% |
| 6M | +3.5% | -8.0% | +11.4% | +5.1% |
| YTD | -11.2% | -15.5% | +4.4% | -7.1% |
| 1Y | -10.2% | -19.4% | +9.2% | -4.1% |
| 3Y | +120.0% | +39.7% | +80.3% | +76.3% |
| 5Y | +95.6% | +83.0% | +12.6% | +33.4% |
| 10Y | +468.1% | +933.4% | -465.3% | +99.5% |
| All | +860.3% | +1,081.7% | -221.4% | +184.5% |
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 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