+158.0%
EXPE vs LPLA
+1,198.0%
-1,040.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -11.5% | -1.5% | -10.0% | -10.8% |
| 30D | -13.1% | -6.0% | -7.1% | -10.5% |
| 3M | +18.1% | +21.4% | -3.2% | +7.3% |
| 6M | +13.3% | +12.1% | +1.2% | +6.1% |
| YTD | -3.2% | -1.8% | -1.4% | -4.2% |
| 1Y | +26.1% | +3.2% | +22.9% | +20.8% |
| 3Y | +151.7% | +45.9% | +105.8% | +92.8% |
| 5Y | +88.3% | +144.7% | -56.3% | +3.0% |
| 10Y | +158.0% | +1,222.4% | -1,064.4% | -13.4% |
| All | +158.0% | +1,198.0% | -1,040.0% | -13.4% |
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 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