+649.7%
ECL vs LPLA
+1,111.7%
-462.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +0.4% | +3.6% | -3.2% | -0.4% |
| 30D | +8.6% | -6.8% | +15.3% | +10.0% |
| 3M | +7.9% | -17.0% | +24.9% | +12.2% |
| 6M | +21.0% | +1.8% | +19.2% | +19.1% |
| YTD | +17.5% | -13.4% | +30.9% | +19.3% |
| 1Y | +19.7% | -17.5% | +37.2% | +22.9% |
| 3Y | +77.4% | +36.5% | +41.0% | +53.2% |
| 5Y | +38.7% | +92.6% | -53.9% | +3.8% |
| 10Y | +193.5% | +809.2% | -615.7% | +37.6% |
| All | +649.7% | +1,111.7% | -462.0% | +204.4% |
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