+532.6%
ET vs LPLA
+1,111.7%
-579.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | -1.9% | +3.6% | -5.5% | -3.2% |
| 30D | -3.1% | -6.8% | +3.7% | -1.6% |
| 3M | -3.9% | -17.0% | +13.1% | +1.3% |
| 6M | +4.0% | +1.8% | +2.2% | +1.2% |
| YTD | +26.4% | -13.4% | +39.8% | +28.7% |
| 1Y | +24.9% | -17.5% | +42.4% | +29.2% |
| 3Y | +85.2% | +36.5% | +48.7% | +52.6% |
| 5Y | +218.3% | +92.6% | +125.7% | +116.6% |
| 10Y | +172.0% | +809.2% | -637.2% | -0.3% |
| All | +532.6% | +1,111.7% | -579.1% | +115.0% |
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