+73.7%
EXE vs LPLA
+88.0%
-14.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | +1.5% | -3.2% | +4.7% | +2.2% |
| 30D | -0.2% | -8.6% | +8.4% | +1.4% |
| 3M | -9.2% | -18.7% | +9.4% | -5.5% |
| 6M | -7.2% | +4.5% | -11.8% | -9.1% |
| YTD | -18.3% | -15.3% | -3.0% | -16.7% |
| 1Y | -23.6% | -19.9% | -3.7% | -21.1% |
| 3Y | +21.9% | +33.4% | -11.5% | +6.9% |
| 5Y | +73.7% | +87.4% | -13.7% | +34.0% |
| All | +73.7% | +88.0% | -14.3% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling