+3.4%
EXC vs LPLA
-16.5%
+19.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.8% |
| 7D | +3.3% | +15.7% | -12.4% | +4.1% |
| 30D | +13.3% | -6.2% | +19.5% | +12.6% |
| 3M | +1.8% | -12.0% | +13.8% | +0.7% |
| 6M | +1.1% | -2.7% | +3.8% | +1.0% |
| YTD | +9.0% | -12.5% | +21.6% | +8.2% |
| 1Y | +3.4% | -16.5% | +19.9% | +2.1% |
| All | +3.4% | -16.5% | +19.8% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling