+272.1%
ELV vs LPLA
+1,251.7%
-979.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.2% |
| 7D | +2.8% | -1.5% | +4.3% | +3.1% |
| 30D | +4.9% | -6.0% | +10.9% | +6.4% |
| 3M | +4.9% | +24.0% | -19.1% | -0.4% |
| 6M | +45.1% | +17.0% | +28.1% | +39.0% |
| YTD | +20.7% | -0.7% | +21.3% | +19.5% |
| 1Y | +35.0% | +2.1% | +32.9% | +32.3% |
| 3Y | -2.4% | +48.7% | -51.1% | -17.1% |
| 5Y | +25.5% | +151.2% | -125.8% | -14.1% |
| All | +272.1% | +1,251.7% | -979.6% | +56.7% |
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 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