+174.8%
EXE vs LPLA
+183.4%
-8.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | -0.4% | -6.0% | +5.6% | +1.1% |
| 3M | +9.5% | +21.4% | -11.9% | +3.9% |
| 6M | -9.3% | +12.1% | -21.4% | -12.7% |
| YTD | -10.9% | -1.8% | -9.1% | -11.8% |
| 1Y | +4.3% | +3.2% | +1.1% | +1.3% |
| 3Y | +18.8% | +45.9% | -27.1% | +1.4% |
| 5Y | +101.4% | +144.7% | -43.2% | +36.4% |
| All | +174.8% | +183.4% | -8.5% | +72.4% |
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