+270.1%
EL vs LPLA
+1,084.6%
-814.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.4% |
| 7D | +0.3% | -3.2% | +3.4% | +1.1% |
| 30D | +12.3% | -8.6% | +20.9% | +14.4% |
| 3M | +28.4% | -18.7% | +47.1% | +34.5% |
| 6M | +36.7% | +4.5% | +32.2% | +33.1% |
| YTD | +8.4% | -15.3% | +23.7% | +11.2% |
| 1Y | +25.4% | -19.9% | +45.3% | +30.5% |
| 3Y | +3.4% | +33.4% | -30.0% | -9.2% |
| 5Y | -64.8% | +87.4% | -152.2% | -72.5% |
| 10Y | +63.0% | +800.4% | -737.5% | -16.4% |
| All | +270.1% | +1,084.6% | -814.5% | +55.7% |
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