+222.9%
EWY vs LPLA
+46.5%
+176.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +3.0% |
| 7D | -0.1% | -1.5% | +1.5% | +0.1% |
| 30D | +7.3% | -6.0% | +13.3% | +8.0% |
| 3M | -5.1% | +24.0% | -29.2% | -8.0% |
| 6M | +42.1% | +17.0% | +25.1% | +38.7% |
| YTD | +94.1% | -0.7% | +94.8% | +94.2% |
| 1Y | +147.8% | +2.1% | +145.7% | +146.5% |
| 3Y | +222.9% | +48.7% | +174.2% | +211.2% |
| All | +222.9% | +46.5% | +176.4% | +211.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling