-1.0%
EWZ vs LPLA
+1,311.2%
-1,312.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.5% | -3.1% | +9.6% | +7.5% |
| 30D | +4.8% | -0.1% | +4.9% | +4.7% |
| 3M | +9.9% | +23.2% | -13.3% | +1.9% |
| 6M | +1.9% | +15.5% | -13.6% | -4.0% |
| YTD | +20.3% | +0.9% | +19.4% | +17.9% |
| 1Y | +35.6% | +0.2% | +35.5% | +32.2% |
| 3Y | +43.4% | +55.2% | -11.8% | +14.3% |
| 5Y | +55.9% | +145.4% | -89.5% | -0.7% |
| 10Y | +84.2% | +1,229.7% | -1,145.5% | -36.2% |
| All | -1.0% | +1,311.2% | -1,312.2% | -70.7% |
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