+153.2%
ECL vs LPLA
+1,194.2%
-1,041.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | -0.8% | -2.1% | +1.3% | -0.2% |
| 30D | -2.5% | -3.3% | +0.9% | -1.7% |
| 3M | +8.3% | +23.5% | -15.2% | +2.0% |
| 6M | -1.1% | +12.0% | -13.1% | -4.9% |
| YTD | +6.5% | -1.7% | +8.2% | +5.4% |
| 1Y | +2.1% | +3.2% | -1.1% | -0.9% |
| 3Y | +57.6% | +46.2% | +11.4% | +32.2% |
| 5Y | +28.1% | +144.9% | -116.8% | -15.7% |
| 10Y | +153.2% | +1,195.1% | -1,041.8% | +1.1% |
| All | +153.2% | +1,194.2% | -1,041.0% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling