-14.6%
EW vs LPLA
+78.4%
-93.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.5% |
| 7D | +11.0% | +4.1% | +6.9% | +10.6% |
| 30D | +19.1% | -9.0% | +28.1% | +19.9% |
| 3M | +14.4% | -17.6% | +32.0% | +16.1% |
| 6M | +22.8% | -8.8% | +31.6% | +23.3% |
| YTD | +19.8% | -17.0% | +36.8% | +21.1% |
| 1Y | +23.9% | -20.4% | +44.3% | +25.7% |
| 3Y | +52.2% | +35.4% | +16.8% | +44.3% |
| All | -14.6% | +78.4% | -93.0% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling