+96.7%
ELAN vs LPLA
+46.5%
+50.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | -5.4% | -1.5% | -3.9% | -5.1% |
| 30D | +4.7% | -6.0% | +10.7% | +5.9% |
| 3M | -3.7% | +24.0% | -27.7% | -8.1% |
| 6M | -1.2% | +17.0% | -18.2% | -4.7% |
| YTD | +2.4% | -0.7% | +3.1% | +1.6% |
| 1Y | +23.4% | +2.1% | +21.3% | +21.3% |
| 3Y | +96.7% | +48.7% | +48.0% | +84.4% |
| All | +96.7% | +46.5% | +50.1% | +84.4% |
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