+110.7%
ED vs LPLA
+1,198.0%
-1,087.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.2% | -1.5% | +1.4% | -0.1% |
| 30D | +1.9% | -6.0% | +7.9% | +2.1% |
| 3M | +1.9% | +21.4% | -19.5% | +1.4% |
| 6M | -2.3% | +12.1% | -14.3% | -2.5% |
| YTD | +10.9% | -1.8% | +12.7% | +10.9% |
| 1Y | +14.5% | +3.2% | +11.3% | +14.2% |
| 3Y | +33.4% | +45.9% | -12.6% | +30.4% |
| 5Y | +67.3% | +144.7% | -77.4% | +57.2% |
| 10Y | +110.7% | +1,222.4% | -1,111.8% | +108.7% |
| All | +110.7% | +1,198.0% | -1,087.3% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling