+298.7%
ED vs LPLA
+1,311.2%
-1,012.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.2% | -3.1% | +2.9% | -0.1% |
| 30D | -0.1% | -0.1% | -0.1% | -0.1% |
| 3M | +3.9% | +23.2% | -19.3% | +3.4% |
| 6M | -3.0% | +15.5% | -18.6% | -3.4% |
| YTD | +10.7% | +0.9% | +9.8% | +10.6% |
| 1Y | +13.3% | +0.2% | +13.2% | +13.2% |
| 3Y | +34.5% | +55.2% | -20.7% | +31.6% |
| 5Y | +67.1% | +145.4% | -78.3% | +59.1% |
| 10Y | +103.0% | +1,229.7% | -1,126.6% | +83.0% |
| All | +298.7% | +1,311.2% | -1,012.5% | +241.8% |
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