+287.4%
ES vs LPLA
+1,311.2%
-1,023.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.3% | -3.1% | +3.4% | +0.5% |
| 30D | -2.0% | -0.1% | -1.9% | -2.0% |
| 3M | +1.7% | +23.2% | -21.5% | 0.0% |
| 6M | -3.5% | +15.5% | -19.1% | -4.8% |
| YTD | +7.9% | +0.9% | +7.0% | +7.4% |
| 1Y | +17.2% | +0.2% | +17.0% | +16.5% |
| 3Y | +29.3% | +55.2% | -25.9% | +23.1% |
| 5Y | -5.7% | +145.4% | -151.2% | -15.2% |
| 10Y | +85.2% | +1,229.7% | -1,144.4% | +41.4% |
| All | +287.4% | +1,311.2% | -1,023.8% | +171.7% |
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