+18.5%
EIX vs LPLA
+89.2%
-70.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +1.1% |
| 7D | +0.7% | +2.3% | -1.6% | +0.6% |
| 30D | +8.8% | -7.7% | +16.4% | +9.0% |
| 3M | -10.9% | -15.7% | +4.8% | -10.4% |
| 6M | -10.3% | +0.8% | -11.1% | -10.8% |
| YTD | +5.8% | -14.2% | +20.1% | +6.2% |
| 1Y | +11.4% | -17.9% | +29.3% | +12.2% |
| 3Y | +11.1% | +36.1% | -25.0% | +7.1% |
| 5Y | +18.5% | +90.3% | -71.9% | +10.1% |
| All | +18.5% | +89.2% | -70.7% | +10.1% |
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 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