+89.1%
ELF vs LPLA
-10.0%
+99.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.8% |
| 7D | +4.0% | +4.1% | -0.2% | +3.8% |
| 30D | +10.6% | -9.0% | +19.6% | +11.8% |
| 3M | +25.8% | -17.6% | +43.4% | +29.4% |
| 6M | +89.1% | -8.8% | +97.9% | +84.0% |
| All | +89.1% | -10.0% | +99.0% | +84.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling