+1,301.1%
EAT vs LPLA
+1,084.6%
+216.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.9% |
| 7D | -8.9% | -3.2% | -5.8% | -7.7% |
| 30D | +3.4% | -8.6% | +12.0% | +5.9% |
| 3M | -9.3% | -18.7% | +9.3% | -2.5% |
| 6M | +43.8% | +4.5% | +39.2% | +36.2% |
| YTD | +39.9% | -15.3% | +55.2% | +44.4% |
| 1Y | +89.7% | -19.9% | +109.6% | +100.3% |
| 3Y | +491.3% | +33.4% | +457.8% | +361.5% |
| 5Y | +365.4% | +87.4% | +278.0% | +188.9% |
| 10Y | +325.9% | +800.4% | -474.5% | +46.7% |
| All | +1,301.1% | +1,084.6% | +216.5% | +282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling