+253.5%
EME vs LPLA
+46.5%
+206.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.6% |
| 7D | +3.5% | -1.5% | +5.1% | +4.1% |
| 30D | -6.3% | -6.0% | -0.3% | -4.3% |
| 3M | -3.8% | +24.0% | -27.8% | -11.7% |
| 6M | +8.5% | +17.0% | -8.5% | +1.0% |
| YTD | +27.8% | -0.7% | +28.5% | +26.1% |
| 1Y | +22.2% | +2.1% | +20.1% | +18.8% |
| 3Y | +253.5% | +48.7% | +204.8% | +199.2% |
| All | +253.5% | +46.5% | +206.9% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling