+38.9%
EFX vs LPLA
+1,226.8%
-1,187.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -11.1% | -3.7% | -7.5% | -10.4% |
| 30D | -7.4% | -6.4% | -1.0% | -6.1% |
| 3M | +1.5% | +20.2% | -18.7% | -2.6% |
| 6M | -13.7% | +12.8% | -26.5% | -16.4% |
| YTD | -21.9% | -2.5% | -19.4% | -22.2% |
| 1Y | -30.8% | +1.9% | -32.7% | -32.0% |
| 3Y | -12.4% | +45.0% | -57.3% | -22.4% |
| 5Y | -35.9% | +146.6% | -182.5% | -52.0% |
| All | +38.9% | +1,226.8% | -1,187.9% | -18.6% |
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