+251.1%
EQX vs LPLA
+517.4%
-266.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +1.7% | -1.5% | +3.3% | +1.9% |
| 30D | +11.1% | -6.0% | +17.1% | +11.6% |
| 3M | +23.1% | +21.4% | +1.7% | +21.2% |
| 6M | -21.8% | +12.1% | -33.9% | -22.7% |
| YTD | -8.1% | -1.8% | -6.3% | -8.2% |
| 1Y | +29.7% | +3.2% | +26.5% | +29.0% |
| 3Y | +179.9% | +45.9% | +134.0% | +169.5% |
| 5Y | +82.5% | +144.7% | -62.1% | +62.4% |
| All | +251.1% | +517.4% | -266.3% | +236.6% |
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