+173.8%
ET vs LPLA
+1,251.7%
-1,077.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.5% |
| 7D | +0.2% | -1.5% | +1.8% | +0.8% |
| 30D | +2.9% | -6.0% | +8.9% | +5.2% |
| 3M | +16.8% | +24.0% | -7.2% | +7.0% |
| 6M | +18.9% | +17.0% | +1.9% | +10.4% |
| YTD | +37.7% | -0.7% | +38.4% | +35.0% |
| 1Y | +32.4% | +2.1% | +30.3% | +27.3% |
| 3Y | +99.5% | +48.7% | +50.8% | +58.0% |
| 5Y | +244.0% | +151.2% | +92.7% | +99.1% |
| All | +173.8% | +1,251.7% | -1,077.9% | -26.1% |
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