+479.6%
LPLA vs ESTC
+26.3%
+453.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -1.8% |
| 7D | -2.1% | -4.3% | +2.2% | -1.3% |
| 30D | -3.3% | +17.7% | -21.1% | -7.0% |
| 3M | +23.5% | +42.3% | -18.8% | +14.0% |
| 6M | +12.0% | +64.6% | -52.6% | -0.5% |
| YTD | -1.7% | +17.2% | -18.9% | -6.9% |
| 1Y | +3.2% | -4.2% | +7.4% | +1.2% |
| 3Y | +46.2% | +13.5% | +32.7% | +30.0% |
| 5Y | +144.9% | -45.5% | +190.4% | +143.0% |
| All | +479.6% | +26.3% | +453.2% | +254.8% |
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