+503.1%
EAT vs LPLA
+37.6%
+465.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.8% | -2.1% |
| 7D | -3.9% | +2.3% | -6.2% | -4.3% |
| 30D | +5.0% | -7.7% | +12.7% | +6.1% |
| 3M | -9.6% | -15.7% | +6.1% | -6.7% |
| 6M | +46.8% | +0.8% | +45.9% | +44.5% |
| YTD | +41.8% | -14.2% | +56.0% | +45.2% |
| 1Y | +98.3% | -17.9% | +116.2% | +105.0% |
| 3Y | +503.1% | +36.1% | +467.0% | +503.8% |
| All | +503.1% | +37.6% | +465.4% | +503.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling