+175.5%
EXE vs LPLA
+181.5%
-5.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | -2.2% | -3.7% | +1.5% | -1.3% |
| 30D | -0.8% | -6.4% | +5.6% | +0.7% |
| 3M | +10.0% | +20.2% | -10.1% | +4.7% |
| 6M | -6.3% | +12.8% | -19.2% | -10.0% |
| YTD | -10.7% | -2.5% | -8.2% | -11.5% |
| 1Y | +2.7% | +1.9% | +0.7% | +0.1% |
| 3Y | +19.1% | +45.0% | -25.9% | +1.8% |
| 5Y | +105.4% | +146.6% | -41.2% | +38.5% |
| All | +175.5% | +181.5% | -5.9% | +73.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling