+572.4%
EWT vs LPLA
+1,047.9%
-475.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.3% |
| 7D | +13.2% | -2.9% | +16.1% | +13.9% |
| 30D | -14.3% | -10.2% | -4.0% | -12.6% |
| 3M | -8.4% | -22.3% | +13.9% | -3.8% |
| 6M | +3.7% | -0.6% | +4.3% | +2.7% |
| YTD | +53.1% | -17.9% | +71.0% | +57.1% |
| 1Y | +55.5% | -22.1% | +77.6% | +61.5% |
| 3Y | +155.6% | +29.3% | +126.4% | +131.3% |
| 5Y | +119.3% | +81.0% | +38.3% | +77.9% |
| 10Y | +446.2% | +772.5% | -326.3% | +195.8% |
| All | +572.4% | +1,047.9% | -475.5% | +200.3% |
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