+645.2%
EXPE vs LPLA
+1,099.8%
-454.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.4% |
| 7D | -13.3% | +2.3% | -15.6% | -13.9% |
| 30D | -5.5% | -7.7% | +2.2% | -2.6% |
| 3M | -16.5% | -15.7% | -0.8% | -10.9% |
| 6M | +13.1% | +0.8% | +12.3% | +11.1% |
| YTD | -8.0% | -14.2% | +6.2% | -4.1% |
| 1Y | +1.1% | -17.9% | +19.0% | +7.2% |
| 3Y | +131.2% | +36.1% | +95.1% | +88.3% |
| 5Y | +39.8% | +90.3% | -50.6% | -5.2% |
| 10Y | +118.5% | +841.0% | -722.5% | -19.9% |
| All | +645.2% | +1,099.8% | -454.6% | +123.2% |
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