+212.8%
EWJ vs LPLA
+1,275.5%
-1,062.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.2% |
| 7D | +2.9% | -2.1% | +4.9% | +3.3% |
| 30D | +1.1% | -3.3% | +4.4% | +1.7% |
| 3M | +7.1% | +23.5% | -16.4% | +2.4% |
| 6M | +16.2% | +12.0% | +4.2% | +12.9% |
| YTD | +22.0% | -1.7% | +23.7% | +21.2% |
| 1Y | +26.2% | +3.2% | +23.0% | +23.8% |
| 3Y | +73.5% | +46.2% | +27.3% | +55.0% |
| 5Y | +52.7% | +144.9% | -92.2% | +18.2% |
| 10Y | +138.5% | +1,195.1% | -1,056.6% | +23.2% |
| All | +212.8% | +1,275.5% | -1,062.7% | +45.9% |
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