+410.5%
LPLA vs ESTC
+24.6%
+385.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.6% |
| 7D | +3.6% | -3.6% | +7.2% | +4.3% |
| 30D | -6.8% | -11.2% | +4.4% | -5.0% |
| 3M | -17.0% | +14.3% | -31.3% | -20.2% |
| 6M | +1.8% | +67.0% | -65.2% | -9.9% |
| YTD | -13.4% | +15.7% | -29.0% | -18.2% |
| 1Y | -17.5% | -6.3% | -11.3% | -19.0% |
| 3Y | +36.5% | +14.5% | +22.0% | +20.8% |
| 5Y | +92.6% | -49.9% | +142.5% | +95.5% |
| All | +410.5% | +24.6% | +385.9% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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