+338.3%
ELF vs LPLA
+972.7%
-634.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.3% |
| 7D | +4.0% | +4.1% | -0.2% | +2.4% |
| 30D | +10.6% | -9.0% | +19.6% | +13.3% |
| 3M | +25.8% | -17.6% | +43.4% | +32.9% |
| 6M | +89.1% | -8.8% | +97.9% | +91.7% |
| YTD | +52.7% | -17.0% | +69.8% | +58.6% |
| 1Y | +51.7% | -20.4% | +72.2% | +60.1% |
| 3Y | +14.2% | +35.4% | -21.2% | -3.3% |
| 5Y | +270.7% | +79.7% | +191.0% | +169.1% |
| 10Y | +341.9% | +915.0% | -573.0% | +108.2% |
| All | +338.3% | +972.7% | -634.4% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling