+2.7%
EXE vs LPLA
+2.8%
-0.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | -2.2% | -3.7% | +1.5% | -2.2% |
| 30D | -0.8% | -6.4% | +5.6% | -0.8% |
| 3M | +10.0% | +20.2% | -10.1% | +9.7% |
| 6M | -6.3% | +12.8% | -19.2% | -6.5% |
| YTD | -10.7% | -2.5% | -8.2% | -11.3% |
| 1Y | +2.7% | +1.9% | +0.7% | +0.4% |
| All | +2.7% | +2.8% | -0.1% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling