+125.6%
EW vs LPLA
+1,198.0%
-1,072.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.1% | -1.5% | -3.6% | -4.8% |
| 30D | -6.4% | -6.0% | -0.4% | -5.2% |
| 3M | -1.6% | +21.4% | -22.9% | -5.7% |
| 6M | +2.3% | +12.1% | -9.8% | -0.8% |
| YTD | +1.1% | -1.8% | +2.9% | +0.4% |
| 1Y | +8.0% | +3.2% | +4.8% | +5.7% |
| 3Y | +16.3% | +45.9% | -29.6% | +2.0% |
| 5Y | -29.4% | +144.7% | -174.1% | -49.1% |
| 10Y | +125.6% | +1,222.4% | -1,096.8% | +10.0% |
| All | +125.6% | +1,198.0% | -1,072.4% | +10.0% |
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