+121.1%
EEM vs LPLA
+758.1%
-636.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | -5.4% | -9.5% | +4.1% | -3.7% |
| 3M | -8.6% | -21.9% | +13.2% | -3.9% |
| 6M | -8.9% | -2.6% | -6.3% | -9.5% |
| YTD | +11.9% | -17.8% | +29.7% | +15.0% |
| 1Y | +13.1% | -21.2% | +34.3% | +17.3% |
| 3Y | +70.7% | +30.6% | +40.0% | +49.8% |
| 5Y | +31.8% | +81.3% | -49.6% | +0.4% |
| All | +121.1% | +758.1% | -636.9% | +11.6% |
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