+381.4%
EAT vs LPLA
+1,198.0%
-816.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.1% |
| 7D | -6.8% | -1.5% | -5.2% | -5.9% |
| 30D | -5.4% | -6.0% | +0.6% | -1.9% |
| 3M | +42.8% | +21.4% | +21.4% | +26.3% |
| 6M | +56.5% | +12.1% | +44.4% | +43.2% |
| YTD | +50.0% | -1.8% | +51.9% | +47.2% |
| 1Y | +38.3% | +3.2% | +35.1% | +29.3% |
| 3Y | +591.6% | +45.9% | +545.7% | +380.9% |
| 5Y | +312.6% | +144.7% | +168.0% | +75.3% |
| 10Y | +381.4% | +1,222.4% | -841.0% | -3.1% |
| All | +381.4% | +1,198.0% | -816.6% | -3.1% |
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