+80.9%
EMB vs LPLA
+1,311.2%
-1,230.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | -3.1% | +3.1% | +0.2% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | -0.4% | +23.2% | -23.6% | -1.8% |
| 6M | +0.1% | +15.5% | -15.4% | -1.0% |
| YTD | +1.6% | +0.9% | +0.7% | +1.2% |
| 1Y | +5.6% | +0.2% | +5.5% | +5.2% |
| 3Y | +29.8% | +55.2% | -25.4% | +24.5% |
| 5Y | +7.3% | +145.4% | -138.2% | -1.7% |
| 10Y | +30.4% | +1,229.7% | -1,199.2% | +7.3% |
| All | +80.9% | +1,311.2% | -1,230.3% | +46.1% |
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