+364.2%
ELF vs LPLA
+892.4%
-528.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +1.6% |
| 7D | +7.8% | +2.3% | +5.5% | +6.9% |
| 30D | +9.3% | -7.7% | +16.9% | +11.5% |
| 3M | +21.2% | -15.7% | +36.9% | +27.1% |
| 6M | +96.1% | +0.8% | +95.3% | +91.8% |
| YTD | +57.0% | -14.2% | +71.2% | +61.2% |
| 1Y | +61.9% | -17.9% | +79.8% | +69.1% |
| 3Y | +20.0% | +36.1% | -16.1% | +1.0% |
| 5Y | +284.8% | +90.3% | +194.4% | +169.9% |
| 10Y | +364.2% | +841.0% | -476.8% | +97.7% |
| All | +364.2% | +892.4% | -528.2% | +97.7% |
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 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