+313.8%
ELF vs LPLA
+1,204.3%
-890.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +5.4% | -3.1% | +8.4% | +6.5% |
| 30D | +27.0% | -0.1% | +27.1% | +26.8% |
| 3M | +113.2% | +23.2% | +90.0% | +96.8% |
| 6M | +36.6% | +15.5% | +21.0% | +28.5% |
| YTD | +44.2% | +0.9% | +43.3% | +41.5% |
| 1Y | -18.0% | +0.2% | -18.1% | -19.7% |
| 3Y | -19.9% | +55.2% | -75.2% | -34.6% |
| 5Y | +257.7% | +145.4% | +112.3% | +134.3% |
| All | +313.8% | +1,204.3% | -890.5% | +84.2% |
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