+178.5%
EXE vs LPLA
+191.2%
-12.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.3% | -3.1% | +2.8% | +0.5% |
| 30D | +8.5% | -0.1% | +8.5% | +8.4% |
| 3M | +5.5% | +23.2% | -17.8% | -0.3% |
| 6M | -5.9% | +15.5% | -21.4% | -10.1% |
| YTD | -9.7% | +0.9% | -10.6% | -11.2% |
| 1Y | +3.6% | +0.2% | +3.4% | +1.6% |
| 3Y | +18.0% | +55.2% | -37.2% | -1.1% |
| 5Y | +109.4% | +145.4% | -36.0% | +42.3% |
| All | +178.5% | +191.2% | -12.8% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling