+96.8%
ET vs LPLA
+50.5%
+46.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.5% |
| 7D | +0.4% | -2.1% | +2.5% | +0.8% |
| 30D | +6.9% | -3.3% | +10.2% | +7.5% |
| 3M | +13.1% | +23.5% | -10.5% | +8.1% |
| 6M | +18.7% | +12.0% | +6.7% | +15.4% |
| YTD | +37.4% | -1.7% | +39.1% | +36.8% |
| 1Y | +34.8% | +3.2% | +31.6% | +31.8% |
| 3Y | +96.8% | +46.2% | +50.6% | +83.2% |
| All | +96.8% | +50.5% | +46.3% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling