+442.3%
LPLA vs EQH
+234.7%
+207.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +0.9% |
| 7D | -1.5% | +0.7% | -2.3% | -2.0% |
| 30D | -6.0% | +2.8% | -8.8% | -8.0% |
| 3M | +24.0% | +23.1% | +1.0% | +7.2% |
| 6M | +17.0% | +41.4% | -24.4% | -9.0% |
| YTD | -0.7% | +14.3% | -14.9% | -11.0% |
| 1Y | +2.1% | +1.6% | +0.5% | -1.4% |
| 3Y | +48.7% | +102.7% | -54.0% | -14.2% |
| 5Y | +151.2% | +104.5% | +46.7% | +41.3% |
| All | +442.3% | +234.7% | +207.6% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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