+4.4%
EL vs LPLA
+37.2%
-32.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.1% |
| 7D | +7.6% | +3.6% | +4.0% | +7.1% |
| 30D | +15.7% | -6.8% | +22.4% | +16.7% |
| 3M | +30.5% | -17.0% | +47.6% | +34.1% |
| 6M | +32.5% | +1.8% | +30.7% | +30.9% |
| YTD | +9.4% | -13.4% | +22.8% | +11.3% |
| 1Y | +28.4% | -17.5% | +45.9% | +31.6% |
| 3Y | +4.4% | +36.5% | -32.0% | +12.5% |
| All | +4.4% | +37.2% | -32.8% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling