-30.7%
EFX vs LPLA
+80.3%
-111.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -0.8% | -0.9% | +0.2% | -0.6% |
| 30D | +25.1% | -9.5% | +34.6% | +27.0% |
| 3M | +1.7% | -21.9% | +23.5% | +5.7% |
| 6M | +18.4% | -2.6% | +21.0% | +18.3% |
| YTD | -12.5% | -17.8% | +5.3% | -10.6% |
| 1Y | -8.1% | -21.2% | +13.1% | -5.4% |
| 3Y | +4.8% | +30.6% | -25.8% | -3.8% |
| All | -30.7% | +80.3% | -111.0% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling