+43.8%
EXC vs LPLA
+78.4%
-34.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -2.0% |
| 7D | -1.2% | +4.1% | -5.3% | -1.2% |
| 30D | +10.0% | -9.0% | +19.0% | +9.9% |
| 3M | +1.6% | -17.6% | +19.3% | +1.6% |
| 6M | +3.3% | -8.8% | +12.1% | +3.3% |
| YTD | +7.6% | -17.0% | +24.6% | +7.6% |
| 1Y | +3.5% | -20.4% | +23.9% | +3.6% |
| 3Y | +27.7% | +35.4% | -7.8% | +24.7% |
| All | +43.8% | +78.4% | -34.6% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling