+1,638.5%
EQIX vs LPLA
+1,275.5%
+363.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.9% |
| 7D | +1.3% | -2.1% | +3.4% | +1.7% |
| 30D | +0.3% | -3.3% | +3.7% | +0.8% |
| 3M | -1.6% | +23.5% | -25.1% | -5.1% |
| 6M | +12.2% | +12.0% | +0.2% | +9.5% |
| YTD | +38.0% | -1.7% | +39.6% | +37.1% |
| 1Y | +38.9% | +3.2% | +35.7% | +36.5% |
| 3Y | +43.8% | +46.2% | -2.4% | +30.8% |
| 5Y | +30.4% | +144.9% | -114.5% | +5.2% |
| 10Y | +238.6% | +1,195.1% | -956.5% | +82.7% |
| All | +1,638.5% | +1,275.5% | +363.1% | +702.4% |
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