+337.0%
EWY vs LPLA
+1,311.2%
-974.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.8% | -3.1% | +7.9% | +5.6% |
| 30D | +11.7% | -0.1% | +11.7% | +11.6% |
| 3M | -7.4% | +23.2% | -30.6% | -12.7% |
| 6M | +40.6% | +15.5% | +25.0% | +34.0% |
| YTD | +94.3% | +0.9% | +93.4% | +91.0% |
| 1Y | +164.3% | +0.2% | +164.1% | +159.3% |
| 3Y | +221.0% | +55.2% | +165.8% | +172.5% |
| 5Y | +139.1% | +145.4% | -6.3% | +71.9% |
| 10Y | +298.8% | +1,229.7% | -930.9% | +76.4% |
| All | +337.0% | +1,311.2% | -974.3% | +59.2% |
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 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