+485.5%
ETR vs LPLA
+1,049.8%
-564.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | +7.0% | -9.5% | +16.5% | +8.1% |
| 3M | +4.6% | -21.9% | +26.5% | +7.4% |
| 6M | +0.1% | -2.6% | +2.7% | -0.1% |
| YTD | +23.2% | -17.8% | +41.0% | +24.9% |
| 1Y | +20.6% | -21.2% | +41.8% | +22.9% |
| 3Y | +156.3% | +30.6% | +125.6% | +142.0% |
| 5Y | +159.6% | +81.3% | +78.3% | +130.0% |
| 10Y | +377.1% | +773.9% | -396.9% | +247.4% |
| All | +485.5% | +1,049.8% | -564.3% | +289.2% |
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