+814.8%
ELV vs LPLA
+1,311.2%
-496.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +3.3% | -3.1% | +6.4% | +4.0% |
| 30D | +4.2% | -0.1% | +4.2% | +4.1% |
| 3M | -0.1% | +23.2% | -23.3% | -4.9% |
| 6M | +41.3% | +15.5% | +25.7% | +35.8% |
| YTD | +17.4% | +0.9% | +16.5% | +15.9% |
| 1Y | +35.1% | +0.2% | +34.9% | +32.8% |
| 3Y | -3.2% | +55.2% | -58.5% | -17.7% |
| 5Y | +15.6% | +145.4% | -129.8% | -16.6% |
| 10Y | +276.8% | +1,229.7% | -952.9% | +68.6% |
| All | +814.8% | +1,311.2% | -496.5% | +261.2% |
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