+76.1%
EMB vs LPLA
+1,049.8%
-973.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | +0.4% | -9.5% | +9.8% | +0.9% |
| 3M | -3.1% | -21.9% | +18.7% | -1.8% |
| 6M | -2.1% | -2.6% | +0.6% | -2.2% |
| YTD | -1.1% | -17.8% | +16.7% | -0.3% |
| 1Y | -0.1% | -21.2% | +21.1% | +1.0% |
| 3Y | +29.6% | +30.6% | -1.0% | +25.4% |
| 5Y | +7.2% | +81.3% | -74.2% | +0.1% |
| 10Y | +35.5% | +773.9% | -738.5% | +13.4% |
| All | +76.1% | +1,049.8% | -973.6% | +43.8% |
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