+573.3%
EWT vs LPLA
+1,049.8%
-476.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +9.1% | -0.9% | +10.1% | +9.3% |
| 30D | -12.2% | -9.5% | -2.7% | -10.7% |
| 3M | -9.4% | -21.9% | +12.4% | -5.0% |
| 6M | +2.7% | -2.6% | +5.3% | +2.2% |
| YTD | +53.3% | -17.8% | +71.1% | +57.3% |
| 1Y | +59.2% | -21.2% | +80.3% | +64.8% |
| 3Y | +157.1% | +30.6% | +126.5% | +132.1% |
| 5Y | +119.6% | +81.3% | +38.3% | +78.0% |
| 10Y | +446.9% | +773.9% | -327.0% | +196.1% |
| All | +573.3% | +1,049.8% | -476.5% | +200.6% |
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