+23.5%
EL vs LPLA
+1,226.8%
-1,203.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.1% |
| 7D | -4.4% | -3.7% | -0.7% | -3.3% |
| 30D | +10.3% | -6.4% | +16.6% | +12.3% |
| 3M | +13.4% | +20.2% | -6.8% | +6.8% |
| 6M | +3.1% | +12.8% | -9.8% | -1.4% |
| YTD | -6.9% | -2.5% | -4.4% | -7.4% |
| 1Y | +11.9% | +1.9% | +10.0% | +9.4% |
| 3Y | -33.8% | +45.0% | -78.8% | -43.5% |
| 5Y | -69.0% | +146.6% | -215.6% | -78.4% |
| All | +23.5% | +1,226.8% | -1,203.2% | -38.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling