+30.0%
ECL vs LPLA
+145.4%
-115.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.6% | -3.1% | +0.5% | -2.2% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | +10.1% | +23.2% | -13.1% | +6.9% |
| 6M | -5.7% | +15.5% | -21.3% | -7.8% |
| YTD | +7.0% | +0.9% | +6.1% | +6.2% |
| 1Y | +2.7% | +0.2% | +2.5% | +1.7% |
| 3Y | +57.7% | +55.2% | +2.5% | +42.3% |
| All | +30.0% | +145.4% | -115.5% | -3.9% |
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