+207.0%
ESI vs LPLA
+798.4%
-591.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.9% |
| 7D | +1.8% | -3.2% | +5.0% | +3.2% |
| 30D | -6.6% | -8.6% | +2.0% | -4.1% |
| 3M | -9.4% | -18.7% | +9.3% | -2.8% |
| 6M | -24.1% | +4.5% | -28.7% | -27.6% |
| YTD | +37.1% | -15.3% | +52.4% | +41.4% |
| 1Y | +24.5% | -19.9% | +44.4% | +31.7% |
| 3Y | +83.2% | +33.4% | +49.7% | +48.0% |
| 5Y | +44.0% | +87.4% | -43.5% | -5.8% |
| 10Y | +332.8% | +800.4% | -467.6% | +40.5% |
| All | +207.0% | +798.4% | -591.4% | +7.6% |
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