+605.0%
EAT vs LPLA
+44.8%
+560.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | -6.8% | -1.5% | -5.2% | -6.4% |
| 30D | -5.4% | -6.0% | +0.6% | -3.9% |
| 3M | +42.8% | +21.4% | +21.4% | +35.7% |
| 6M | +56.5% | +12.1% | +44.4% | +51.4% |
| YTD | +50.0% | -1.8% | +51.9% | +50.2% |
| 1Y | +38.3% | +3.2% | +35.1% | +35.6% |
| All | +605.0% | +44.8% | +560.2% | +591.5% |
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 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