+20.5%
EXE vs LPLA
+33.3%
-12.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | +1.5% | -3.2% | +4.7% | +2.0% |
| 30D | -0.2% | -8.6% | +8.4% | +1.0% |
| 3M | -9.2% | -18.7% | +9.4% | -6.6% |
| 6M | -7.2% | +4.5% | -11.8% | -8.6% |
| YTD | -18.3% | -15.3% | -3.0% | -17.1% |
| 1Y | -23.6% | -19.9% | -3.7% | -21.5% |
| All | +20.5% | +33.3% | -12.8% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling