+190.7%
EFA vs LPLA
+1,049.8%
-859.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.2% | -0.9% | +3.2% | +2.5% |
| 30D | +1.4% | -9.5% | +10.9% | +3.3% |
| 3M | -4.2% | -21.9% | +17.7% | +1.0% |
| 6M | +1.9% | -2.6% | +4.5% | +1.4% |
| YTD | +10.2% | -17.8% | +28.0% | +13.4% |
| 1Y | +12.8% | -21.2% | +34.0% | +17.2% |
| 3Y | +65.2% | +30.6% | +34.6% | +46.3% |
| 5Y | +49.8% | +81.3% | -31.5% | +17.2% |
| 10Y | +145.2% | +773.9% | -628.8% | +19.8% |
| All | +190.7% | +1,049.8% | -859.0% | +15.1% |
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