+200.7%
EFA vs LPLA
+1,275.5%
-1,074.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.1% |
| 7D | +1.2% | -2.1% | +3.3% | +1.7% |
| 30D | -0.7% | -3.3% | +2.6% | 0.0% |
| 3M | +6.4% | +23.5% | -17.1% | +0.8% |
| 6M | +11.4% | +12.0% | -0.6% | +7.6% |
| YTD | +14.0% | -1.7% | +15.7% | +13.1% |
| 1Y | +20.2% | +3.2% | +17.0% | +17.3% |
| 3Y | +68.2% | +46.2% | +22.0% | +46.0% |
| 5Y | +54.8% | +144.9% | -90.1% | +12.8% |
| 10Y | +142.4% | +1,195.1% | -1,052.7% | +7.7% |
| All | +200.7% | +1,275.5% | -1,074.7% | +14.8% |
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