+107.7%
EEM vs LPLA
+1,311.2%
-1,203.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.3% | -3.1% | +5.4% | +3.1% |
| 30D | +4.5% | -0.1% | +4.6% | +4.5% |
| 3M | -0.1% | +23.2% | -23.3% | -5.4% |
| 6M | +16.9% | +15.5% | +1.4% | +12.0% |
| YTD | +26.2% | +0.9% | +25.3% | +24.4% |
| 1Y | +40.5% | +0.2% | +40.3% | +38.0% |
| 3Y | +86.2% | +55.2% | +31.0% | +58.6% |
| 5Y | +45.5% | +145.4% | -100.0% | +5.1% |
| 10Y | +128.6% | +1,229.7% | -1,101.0% | -1.0% |
| All | +107.7% | +1,311.2% | -1,203.6% | -24.8% |
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