+238.8%
EQX vs LPLA
+524.8%
-285.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.5% |
| 7D | -3.2% | -1.5% | -1.7% | -3.1% |
| 30D | +7.8% | -6.0% | +13.8% | +8.3% |
| 3M | +21.3% | +24.0% | -2.7% | +19.2% |
| 6M | -22.4% | +17.0% | -39.4% | -23.5% |
| YTD | -11.3% | -0.7% | -10.6% | -11.5% |
| 1Y | +13.5% | +2.1% | +11.4% | +13.0% |
| 3Y | +162.1% | +48.7% | +113.5% | +152.0% |
| 5Y | +84.2% | +151.2% | -67.0% | +63.4% |
| All | +238.8% | +524.8% | -285.9% | +224.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling