+291.6%
ETR vs LPLA
+1,226.8%
-935.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -1.9% | -3.7% | +1.8% | -1.4% |
| 30D | -0.2% | -6.4% | +6.2% | +0.7% |
| 3M | -3.7% | +20.2% | -23.9% | -6.5% |
| 6M | +2.1% | +12.8% | -10.8% | -0.3% |
| YTD | +16.5% | -2.5% | +19.0% | +16.0% |
| 1Y | +22.5% | +1.9% | +20.6% | +20.8% |
| 3Y | +144.7% | +45.0% | +99.7% | +125.0% |
| 5Y | +125.2% | +146.6% | -21.4% | +82.2% |
| All | +291.6% | +1,226.8% | -935.2% | +176.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling