+191.2%
EIX vs LPLA
+1,111.7%
-920.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | +1.0% | +3.6% | -2.7% | +0.5% |
| 30D | +8.9% | -6.8% | +15.6% | +9.5% |
| 3M | -9.8% | -17.0% | +7.2% | -8.1% |
| 6M | -10.2% | +1.8% | -12.0% | -11.1% |
| YTD | +5.9% | -13.4% | +19.3% | +6.6% |
| 1Y | +10.9% | -17.5% | +28.4% | +12.2% |
| 3Y | +10.2% | +36.5% | -26.2% | +2.4% |
| 5Y | +17.0% | +92.6% | -75.6% | +1.1% |
| 10Y | +35.1% | +809.2% | -774.1% | -4.6% |
| All | +191.2% | +1,111.7% | -920.5% | +86.8% |
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