+84.2%
ES vs LPLA
+1,194.2%
-1,110.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.8% |
| 7D | +1.4% | -2.1% | +3.5% | +1.6% |
| 30D | -1.2% | -3.3% | +2.2% | -1.0% |
| 3M | +5.0% | +23.5% | -18.5% | +3.3% |
| 6M | -2.8% | +12.0% | -14.8% | -3.8% |
| YTD | +8.6% | -1.7% | +10.2% | +8.3% |
| 1Y | +18.9% | +3.2% | +15.7% | +18.0% |
| 3Y | +32.1% | +46.2% | -14.1% | +26.2% |
| 5Y | -5.1% | +144.9% | -150.0% | -15.6% |
| 10Y | +84.2% | +1,195.1% | -1,110.9% | +54.3% |
| All | +84.2% | +1,194.2% | -1,110.0% | +54.3% |
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