+360.4%
EMR vs LPLA
+1,049.8%
-689.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +2.8% | -0.9% | +3.8% | +3.2% |
| 30D | +3.7% | -9.5% | +13.2% | +6.8% |
| 3M | +2.0% | -21.9% | +23.9% | +10.8% |
| 6M | +22.1% | -2.6% | +24.7% | +21.1% |
| YTD | +27.2% | -17.8% | +45.0% | +33.8% |
| 1Y | +32.0% | -21.2% | +53.2% | +41.0% |
| 3Y | +103.3% | +30.6% | +72.6% | +72.5% |
| 5Y | +88.2% | +81.3% | +6.9% | +33.0% |
| 10Y | +280.4% | +773.9% | -493.5% | +46.4% |
| All | +360.4% | +1,049.8% | -689.4% | +44.0% |
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