+104.9%
EXPE vs LPLA
+145.4%
-40.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.5% | -3.1% | -6.5% | -8.5% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | +31.4% | +23.2% | +8.2% | +21.0% |
| 6M | +35.2% | +15.5% | +19.6% | +27.1% |
| YTD | +5.8% | +0.9% | +4.9% | +4.0% |
| 1Y | +38.7% | +0.2% | +38.5% | +35.8% |
| 3Y | +175.8% | +55.2% | +120.6% | +117.9% |
| All | +104.9% | +145.4% | -40.6% | +12.1% |
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