+43.6%
EWZ vs LPLA
+902.8%
-859.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | -1.5% | +4.1% | -5.6% | -3.0% |
| 30D | -24.5% | -9.0% | -15.5% | -22.5% |
| 3M | -10.7% | -17.6% | +6.9% | -5.3% |
| 6M | -19.1% | -8.8% | -10.3% | -17.8% |
| YTD | +1.6% | -17.0% | +18.6% | +5.6% |
| 1Y | +4.3% | -20.4% | +24.7% | +10.0% |
| 3Y | +19.0% | +35.4% | -16.5% | -4.5% |
| 5Y | +57.7% | +79.7% | -22.1% | +4.3% |
| All | +43.6% | +902.8% | -859.2% | -40.4% |
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