+181.2%
EXC vs LPLA
+1,311.2%
-1,130.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.3% | -3.1% | +3.4% | +0.7% |
| 30D | -3.7% | -0.1% | -3.6% | -3.8% |
| 3M | -1.3% | +23.2% | -24.5% | -3.9% |
| 6M | -9.7% | +15.5% | -25.2% | -11.7% |
| YTD | +2.9% | +0.9% | +2.0% | +2.1% |
| 1Y | +4.4% | +0.2% | +4.2% | +3.3% |
| 3Y | +22.2% | +55.2% | -33.0% | +11.4% |
| 5Y | +46.7% | +145.4% | -98.7% | +20.8% |
| 10Y | +155.3% | +1,229.7% | -1,074.3% | +66.2% |
| All | +181.2% | +1,311.2% | -1,130.0% | +73.7% |
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