+127.7%
EXPE vs LPLA
+758.1%
-630.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | -6.1% | -9.5% | +3.4% | -2.0% |
| 3M | -21.3% | -21.9% | +0.6% | -12.2% |
| 6M | +19.0% | -2.6% | +21.6% | +18.3% |
| YTD | -8.4% | -17.8% | +9.4% | -2.3% |
| 1Y | -2.8% | -21.2% | +18.4% | +5.8% |
| 3Y | +120.8% | +30.6% | +90.1% | +74.2% |
| 5Y | +46.2% | +81.3% | -35.2% | -9.5% |
| All | +127.7% | +758.1% | -630.4% | -27.5% |
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