+285.3%
ES vs LPLA
+1,060.6%
-775.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.8% |
| 7D | +1.9% | +4.1% | -2.3% | +1.6% |
| 30D | +7.1% | -9.0% | +16.1% | +7.7% |
| 3M | -1.9% | -17.6% | +15.7% | -0.8% |
| 6M | +4.4% | -8.8% | +13.2% | +4.7% |
| YTD | +7.3% | -17.0% | +24.3% | +8.2% |
| 1Y | +2.1% | -20.4% | +22.6% | +3.3% |
| 3Y | +41.8% | +35.4% | +6.4% | +36.1% |
| 5Y | +1.4% | +79.7% | -78.3% | -6.5% |
| 10Y | +86.8% | +915.0% | -828.2% | +45.2% |
| All | +285.3% | +1,060.6% | -775.3% | +173.6% |
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