+245.3%
ET vs LPLA
+145.5%
+99.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +0.6% | -1.5% | +2.2% | +1.0% |
| 30D | +5.3% | -6.0% | +11.3% | +6.7% |
| 3M | +15.6% | +21.4% | -5.7% | +10.2% |
| 6M | +20.6% | +12.1% | +8.5% | +16.6% |
| YTD | +38.5% | -1.8% | +40.4% | +37.6% |
| 1Y | +35.7% | +3.2% | +32.5% | +32.3% |
| 3Y | +98.4% | +45.9% | +52.4% | +74.6% |
| 5Y | +245.3% | +144.7% | +100.6% | +140.4% |
| All | +245.3% | +145.5% | +99.7% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling