+356.7%
EAT vs LPLA
+89.2%
+267.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.8% | -2.5% |
| 7D | -3.9% | +2.3% | -6.2% | -4.5% |
| 30D | +5.0% | -7.7% | +12.7% | +6.6% |
| 3M | -9.6% | -15.7% | +6.1% | -5.7% |
| 6M | +46.8% | +0.8% | +45.9% | +43.2% |
| YTD | +41.8% | -14.2% | +56.0% | +45.5% |
| 1Y | +98.3% | -17.9% | +116.2% | +106.1% |
| 3Y | +503.1% | +36.1% | +467.0% | +402.5% |
| 5Y | +356.7% | +90.3% | +266.3% | +172.0% |
| All | +356.7% | +89.2% | +267.5% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling