+271.2%
EW vs LPLA
+758.1%
-486.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +4.9% | -0.9% | +5.8% | +5.1% |
| 30D | +23.9% | -9.5% | +33.4% | +26.0% |
| 3M | +15.8% | -21.9% | +37.6% | +21.1% |
| 6M | +31.7% | -2.6% | +34.3% | +31.0% |
| YTD | +25.7% | -17.8% | +43.5% | +28.7% |
| 1Y | +24.4% | -21.2% | +45.6% | +28.5% |
| 3Y | +65.9% | +30.6% | +35.2% | +47.0% |
| 5Y | -7.6% | +81.3% | -89.0% | -29.2% |
| All | +271.2% | +758.1% | -486.8% | +93.4% |
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