+293.6%
ELF vs LPLA
+1,171.2%
-877.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -4.0% |
| 7D | -1.2% | -2.1% | +0.9% | -0.4% |
| 30D | +5.9% | -3.3% | +9.3% | +7.1% |
| 3M | +99.5% | +23.5% | +76.0% | +84.1% |
| 6M | +26.5% | +12.0% | +14.5% | +20.4% |
| YTD | +37.2% | -1.7% | +38.8% | +35.8% |
| 1Y | -24.4% | +3.2% | -27.6% | -26.7% |
| 3Y | -23.3% | +46.2% | -69.5% | -35.9% |
| 5Y | +245.2% | +144.9% | +100.3% | +126.2% |
| All | +293.6% | +1,171.2% | -877.6% | +76.9% |
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