+22.9%
EIX vs LPLA
+1,198.0%
-1,175.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +4.1% | -1.5% | +5.6% | +4.3% |
| 30D | -15.3% | -6.0% | -9.3% | -14.6% |
| 3M | -18.4% | +21.4% | -39.8% | -21.2% |
| 6M | -16.8% | +12.1% | -28.9% | -18.9% |
| YTD | -0.6% | -1.8% | +1.3% | -1.3% |
| 1Y | +10.7% | +3.2% | +7.4% | +8.5% |
| 3Y | -4.5% | +45.9% | -50.4% | -13.6% |
| 5Y | +24.0% | +144.7% | -120.6% | -3.0% |
| 10Y | +22.9% | +1,222.4% | -1,199.5% | -19.0% |
| All | +22.9% | +1,198.0% | -1,175.1% | -19.0% |
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