+384.5%
LPLA vs ESTC
+25.9%
+358.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -0.9% | +2.4% | -3.3% | -1.4% |
| 30D | -9.5% | -4.2% | -5.2% | -9.1% |
| 3M | -21.9% | +2.5% | -24.3% | -23.0% |
| 6M | -2.6% | +81.5% | -84.1% | -15.3% |
| YTD | -17.8% | +16.8% | -34.7% | -22.6% |
| 1Y | -21.2% | -3.5% | -17.7% | -23.1% |
| 3Y | +30.6% | +17.7% | +12.9% | +14.9% |
| 5Y | +81.3% | -51.7% | +133.1% | +86.3% |
| All | +384.5% | +25.9% | +358.5% | +195.0% |
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