+341.4%
ELF vs LPLA
+902.8%
-561.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.4% |
| 7D | +4.0% | +4.1% | -0.2% | +2.4% |
| 30D | +10.6% | -9.0% | +19.6% | +13.4% |
| 3M | +25.8% | -17.6% | +43.4% | +33.0% |
| 6M | +89.1% | -8.8% | +97.9% | +91.7% |
| YTD | +52.7% | -17.0% | +69.8% | +58.7% |
| 1Y | +51.7% | -20.4% | +72.2% | +60.2% |
| 3Y | +14.2% | +35.4% | -21.2% | -3.6% |
| 5Y | +270.7% | +79.7% | +191.0% | +167.3% |
| All | +341.4% | +902.8% | -561.4% | +106.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling