+224.6%
ESI vs LPLA
+970.3%
-745.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +3.1% |
| 7D | +3.3% | -3.1% | +6.4% | +4.7% |
| 30D | -5.9% | -0.1% | -5.8% | -6.0% |
| 3M | -14.1% | +23.2% | -37.3% | -22.0% |
| 6M | +6.6% | +15.5% | -9.0% | -1.3% |
| YTD | +45.0% | +0.9% | +44.1% | +41.2% |
| 1Y | +41.5% | +0.2% | +41.3% | +37.3% |
| 3Y | +78.8% | +55.2% | +23.5% | +37.7% |
| 5Y | +70.9% | +145.4% | -74.5% | +0.8% |
| 10Y | +317.1% | +1,229.7% | -912.6% | +18.1% |
| All | +224.6% | +970.3% | -745.7% | +7.4% |
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