+636.6%
ECL vs LPLA
+1,060.6%
-424.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | -0.8% | +4.1% | -4.9% | -1.7% |
| 30D | +8.1% | -9.0% | +17.1% | +10.2% |
| 3M | +6.4% | -17.6% | +24.0% | +10.8% |
| 6M | +14.8% | -8.8% | +23.6% | +16.1% |
| YTD | +15.5% | -17.0% | +32.5% | +18.5% |
| 1Y | +20.1% | -20.4% | +40.5% | +24.5% |
| 3Y | +77.8% | +35.4% | +42.3% | +53.5% |
| 5Y | +37.9% | +79.7% | -41.9% | +5.1% |
| 10Y | +202.7% | +915.0% | -712.3% | +38.9% |
| All | +636.6% | +1,060.6% | -424.0% | +202.3% |
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