+16.7%
ELF vs LPLA
+29.2%
-12.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -3.4% |
| 7D | +3.4% | -2.9% | +6.2% | +4.1% |
| 30D | +5.0% | -10.2% | +15.2% | +7.4% |
| 3M | +22.6% | -22.3% | +44.9% | +30.3% |
| 6M | +104.0% | -0.6% | +104.5% | +100.7% |
| YTD | +49.3% | -17.9% | +67.2% | +54.5% |
| 1Y | +46.0% | -22.1% | +68.2% | +53.6% |
| All | +16.7% | +29.2% | -12.5% | +25.7% |
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 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