+718.0%
EW vs LPLA
+1,311.2%
-593.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -3.1% | +2.7% | +0.3% |
| 30D | +1.0% | -0.1% | +1.1% | +1.0% |
| 3M | +2.8% | +23.2% | -20.4% | -1.7% |
| 6M | +5.5% | +15.5% | -10.0% | +1.8% |
| YTD | +5.5% | +0.9% | +4.6% | +4.1% |
| 1Y | +11.0% | +0.2% | +10.9% | +9.4% |
| 3Y | +17.7% | +55.2% | -37.5% | +2.5% |
| 5Y | -25.7% | +145.4% | -171.2% | -44.3% |
| 10Y | +132.8% | +1,229.7% | -1,096.9% | +14.7% |
| All | +718.0% | +1,311.2% | -593.2% | +288.7% |
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