+93.1%
ES vs LPLA
+797.0%
-703.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.5% |
| 7D | +0.1% | -3.2% | +3.3% | +0.3% |
| 30D | +6.7% | -8.6% | +15.4% | +7.3% |
| 3M | +0.3% | -18.7% | +19.0% | +1.7% |
| 6M | +7.4% | +4.5% | +2.9% | +6.7% |
| YTD | +8.4% | -15.3% | +23.7% | +9.2% |
| 1Y | +0.6% | -19.9% | +20.5% | +1.8% |
| 3Y | +50.6% | +33.4% | +17.2% | +43.9% |
| 5Y | +4.8% | +87.4% | -82.6% | -5.2% |
| 10Y | +93.1% | +800.4% | -707.3% | +61.4% |
| All | +93.1% | +797.0% | -703.9% | +61.4% |
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 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