+151.5%
EXC vs LPLA
+1,194.2%
-1,042.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.1% |
| 7D | +1.2% | -2.1% | +3.3% | +1.5% |
| 30D | -2.7% | -3.3% | +0.6% | -2.3% |
| 3M | -1.0% | +23.5% | -24.5% | -4.0% |
| 6M | -9.3% | +12.0% | -21.3% | -11.1% |
| YTD | +3.6% | -1.7% | +5.3% | +3.1% |
| 1Y | +5.9% | +3.2% | +2.7% | +4.2% |
| 3Y | +21.3% | +46.2% | -24.9% | +9.5% |
| 5Y | +46.2% | +144.9% | -98.7% | +13.2% |
| 10Y | +151.5% | +1,195.1% | -1,043.6% | +61.4% |
| All | +151.5% | +1,194.2% | -1,042.7% | +61.4% |
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