+128.5%
EEM vs LPLA
+1,251.7%
-1,123.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.8% |
| 7D | -1.3% | -1.5% | +0.3% | -0.9% |
| 30D | +2.1% | -6.0% | +8.1% | +3.5% |
| 3M | +1.0% | +24.0% | -23.0% | -4.3% |
| 6M | +15.9% | +17.0% | -1.1% | +10.9% |
| YTD | +24.6% | -0.7% | +25.3% | +23.4% |
| 1Y | +32.3% | +2.1% | +30.2% | +29.6% |
| 3Y | +85.9% | +48.7% | +37.2% | +60.6% |
| 5Y | +45.4% | +151.2% | -105.9% | +3.6% |
| All | +128.5% | +1,251.7% | -1,123.2% | +16.5% |
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 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