+303.5%
EWY vs LPLA
+1,251.7%
-948.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +2.8% |
| 7D | -0.1% | -1.5% | +1.5% | +0.3% |
| 30D | +7.3% | -6.0% | +13.3% | +8.9% |
| 3M | -5.1% | +24.0% | -29.2% | -10.8% |
| 6M | +42.1% | +17.0% | +25.1% | +34.9% |
| YTD | +94.1% | -0.7% | +94.8% | +91.6% |
| 1Y | +147.8% | +2.1% | +145.7% | +142.1% |
| 3Y | +222.9% | +48.7% | +174.2% | +175.5% |
| 5Y | +150.6% | +151.2% | -0.6% | +73.7% |
| All | +303.5% | +1,251.7% | -948.2% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling