+85.6%
ES vs LPLA
+892.4%
-806.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -0.8% |
| 7D | -0.1% | +2.3% | -2.4% | -0.3% |
| 30D | +5.7% | -7.7% | +13.4% | +6.2% |
| 3M | -2.8% | -15.7% | +12.9% | -1.8% |
| 6M | +7.0% | +0.8% | +6.1% | +6.5% |
| YTD | +6.8% | -14.2% | +21.0% | +7.4% |
| 1Y | -0.5% | -17.9% | +17.4% | +0.5% |
| 3Y | +47.2% | +36.1% | +11.1% | +40.5% |
| 5Y | +2.3% | +90.3% | -88.1% | -7.6% |
| 10Y | +85.6% | +841.0% | -755.3% | +57.0% |
| All | +85.6% | +892.4% | -806.8% | +57.0% |
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