+461.6%
ETR vs LPLA
+1,311.2%
-849.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.4% | -3.1% | +4.5% | +1.8% |
| 30D | +1.0% | -0.1% | +1.1% | +0.9% |
| 3M | -1.3% | +23.2% | -24.5% | -3.9% |
| 6M | +1.9% | +15.5% | -13.7% | -0.4% |
| YTD | +18.2% | +0.9% | +17.3% | +17.3% |
| 1Y | +24.7% | +0.2% | +24.5% | +23.6% |
| 3Y | +150.7% | +55.2% | +95.5% | +132.5% |
| 5Y | +127.0% | +145.4% | -18.4% | +93.8% |
| 10Y | +295.5% | +1,229.7% | -934.2% | +177.8% |
| All | +461.6% | +1,311.2% | -849.7% | +265.2% |
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 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