+202.3%
ECL vs LPLA
+758.1%
-555.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +2.9% | -0.9% | +3.8% | +3.1% |
| 30D | +7.5% | -9.5% | +17.0% | +9.9% |
| 3M | +12.2% | -21.9% | +34.1% | +19.1% |
| 6M | +24.6% | -2.6% | +27.2% | +23.8% |
| YTD | +18.8% | -17.8% | +36.6% | +22.4% |
| 1Y | +19.3% | -21.2% | +40.5% | +24.3% |
| 3Y | +78.2% | +30.6% | +47.6% | +51.7% |
| 5Y | +38.8% | +81.3% | -42.5% | -1.1% |
| All | +202.3% | +758.1% | -555.8% | +25.7% |
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