+322.7%
EAT vs LPLA
+143.6%
+179.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.5% |
| 7D | -4.9% | -2.1% | -2.8% | -4.2% |
| 30D | -1.2% | -3.3% | +2.1% | 0.0% |
| 3M | +52.2% | +23.5% | +28.7% | +41.1% |
| 6M | +65.0% | +12.0% | +53.0% | +57.3% |
| YTD | +55.0% | -1.7% | +56.7% | +54.2% |
| 1Y | +42.1% | +3.2% | +38.8% | +37.6% |
| 3Y | +614.7% | +46.2% | +568.5% | +493.2% |
| 5Y | +322.7% | +144.9% | +177.8% | +113.3% |
| All | +322.7% | +143.6% | +179.1% | +113.3% |
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