+361.9%
EMR vs LPLA
+1,111.7%
-749.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +0.7% | +3.6% | -3.0% | -0.6% |
| 30D | +3.5% | -6.8% | +10.3% | +5.5% |
| 3M | +5.9% | -17.0% | +22.9% | +12.5% |
| 6M | +19.4% | +1.8% | +17.6% | +16.5% |
| YTD | +27.7% | -13.4% | +41.0% | +31.7% |
| 1Y | +30.9% | -17.5% | +48.4% | +37.5% |
| 3Y | +104.2% | +36.5% | +67.7% | +70.5% |
| 5Y | +89.6% | +92.6% | -3.0% | +31.0% |
| 10Y | +280.0% | +809.2% | -529.2% | +43.9% |
| All | +361.9% | +1,111.7% | -749.7% | +41.7% |
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