+310.8%
EAT vs LPLA
+758.1%
-447.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -4.0% | -0.9% | -3.1% | -3.7% |
| 30D | -2.9% | -9.5% | +6.6% | +0.5% |
| 3M | -16.9% | -21.9% | +5.0% | -6.9% |
| 6M | +57.0% | -2.6% | +59.6% | +52.4% |
| YTD | +38.2% | -17.8% | +56.0% | +45.8% |
| 1Y | +69.3% | -21.2% | +90.5% | +82.2% |
| 3Y | +483.0% | +30.6% | +452.4% | +312.5% |
| 5Y | +364.1% | +81.3% | +282.8% | +129.1% |
| All | +310.8% | +758.1% | -447.2% | -15.8% |
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