+340.6%
ED vs LPLA
+1,060.6%
-720.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.3% |
| 7D | +1.6% | +4.1% | -2.5% | +1.6% |
| 30D | +13.3% | -9.0% | +22.3% | +13.5% |
| 3M | +9.7% | -17.6% | +27.3% | +10.1% |
| 6M | +12.8% | -8.8% | +21.6% | +12.9% |
| YTD | +22.3% | -17.0% | +39.3% | +22.6% |
| 1Y | +26.3% | -20.4% | +46.7% | +26.7% |
| 3Y | +45.0% | +35.4% | +9.6% | +42.1% |
| 5Y | +80.2% | +79.7% | +0.5% | +73.1% |
| 10Y | +129.9% | +915.0% | -785.1% | +108.3% |
| All | +340.6% | +1,060.6% | -720.0% | +279.0% |
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