+868.8%
ELV vs LPLA
+1,049.8%
-181.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +0.4% | -9.5% | +9.9% | +2.2% |
| 3M | +8.4% | -21.9% | +30.2% | +13.8% |
| 6M | +8.4% | -2.6% | +11.0% | +8.1% |
| YTD | +24.4% | -17.8% | +42.2% | +27.8% |
| 1Y | +33.5% | -21.2% | +54.7% | +38.4% |
| 3Y | -2.1% | +30.6% | -32.7% | -14.0% |
| 5Y | +5.8% | +81.3% | -75.6% | -18.2% |
| 10Y | +268.9% | +773.9% | -505.0% | +80.4% |
| All | +868.8% | +1,049.8% | -181.0% | +298.3% |
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