+1,082.0%
LPLA vs EFV
+199.2%
+882.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | -0.9% | +2.5% | -3.5% | -3.3% |
| 30D | -9.5% | +2.9% | -12.4% | -11.8% |
| 3M | -21.9% | -1.4% | -20.4% | -20.6% |
| 6M | -2.6% | +5.5% | -8.2% | -7.7% |
| YTD | -17.8% | +16.1% | -33.9% | -29.5% |
| 1Y | -21.2% | +20.3% | -41.4% | -34.7% |
| 3Y | +30.6% | +90.4% | -59.8% | -32.8% |
| 5Y | +81.3% | +93.5% | -12.1% | -7.6% |
| 10Y | +773.9% | +161.5% | +612.4% | +251.9% |
| All | +1,082.0% | +199.2% | +882.8% | +334.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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