+582.3%
ECL vs LPLA
+1,311.2%
-728.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.6% | -3.1% | +0.5% | -1.9% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | +10.1% | +23.2% | -13.1% | +4.1% |
| 6M | -5.7% | +15.5% | -21.3% | -9.8% |
| YTD | +7.0% | +0.9% | +6.1% | +5.2% |
| 1Y | +2.7% | +0.2% | +2.5% | +0.6% |
| 3Y | +57.7% | +55.2% | +2.5% | +32.7% |
| 5Y | +31.1% | +145.4% | -114.3% | -7.6% |
| 10Y | +150.9% | +1,229.7% | -1,078.8% | +8.4% |
| All | +582.3% | +1,311.2% | -728.9% | +168.5% |
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