+200.4%
ESI vs LPLA
+771.4%
-571.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -0.9% |
| 7D | +8.3% | -2.8% | +11.1% | +9.5% |
| 30D | -10.4% | -10.2% | -0.3% | -7.4% |
| 3M | -13.2% | -22.3% | +9.1% | -5.1% |
| 6M | -23.9% | -0.5% | -23.4% | -25.8% |
| YTD | +34.2% | -17.9% | +52.1% | +40.1% |
| 1Y | +22.2% | -22.0% | +44.3% | +30.7% |
| 3Y | +79.2% | +29.4% | +49.8% | +46.6% |
| 5Y | +38.1% | +81.2% | -43.1% | -8.4% |
| 10Y | +323.6% | +773.4% | -449.8% | +39.2% |
| All | +200.4% | +771.4% | -571.0% | +6.6% |
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