+77.8%
ECL vs LPLA
+36.1%
+41.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | -0.8% | +4.1% | -4.9% | -1.0% |
| 30D | +8.1% | -9.0% | +17.1% | +8.5% |
| 3M | +6.4% | -17.6% | +24.0% | +7.3% |
| 6M | +14.8% | -8.8% | +23.6% | +15.2% |
| YTD | +15.5% | -17.0% | +32.5% | +16.2% |
| 1Y | +20.1% | -20.4% | +40.5% | +21.2% |
| 3Y | +77.8% | +35.4% | +42.3% | +78.6% |
| All | +77.8% | +36.1% | +41.7% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling