+297.3%
ESI vs LPLA
+1,251.7%
-954.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.3% |
| 7D | -4.6% | -1.5% | -3.1% | -4.0% |
| 30D | -10.5% | -6.0% | -4.5% | -8.1% |
| 3M | -19.8% | +24.0% | -43.9% | -27.8% |
| 6M | +5.8% | +17.0% | -11.2% | -2.9% |
| YTD | +38.3% | -0.7% | +39.0% | +35.4% |
| 1Y | +31.5% | +2.1% | +29.4% | +26.6% |
| 3Y | +80.7% | +48.7% | +32.0% | +39.4% |
| 5Y | +69.4% | +151.2% | -81.8% | -6.9% |
| All | +297.3% | +1,251.7% | -954.4% | +9.6% |
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 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