+424.6%
ETSY vs LPLA
+1,251.7%
-827.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.1% |
| 7D | -4.9% | -1.5% | -3.4% | -4.4% |
| 30D | -8.6% | -6.0% | -2.6% | -6.9% |
| 3M | +4.8% | +24.0% | -19.3% | -2.3% |
| 6M | +38.1% | +17.0% | +21.1% | +30.4% |
| YTD | +31.2% | -0.7% | +31.9% | +30.0% |
| 1Y | +22.1% | +2.1% | +20.0% | +19.5% |
| 3Y | +12.2% | +48.7% | -36.4% | -6.2% |
| 5Y | -66.5% | +151.2% | -217.7% | -77.1% |
| All | +424.6% | +1,251.7% | -827.1% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling