+144.9%
LPLA vs ESTC
-47.2%
+192.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.0% |
| 7D | -2.1% | -4.3% | +2.2% | -1.5% |
| 30D | -3.3% | +17.7% | -21.1% | -6.1% |
| 3M | +23.5% | +42.3% | -18.8% | +16.4% |
| 6M | +12.0% | +64.6% | -52.6% | +2.6% |
| YTD | -1.7% | +17.2% | -18.9% | -5.6% |
| 1Y | +3.2% | -4.2% | +7.4% | +1.8% |
| 3Y | +46.2% | +13.5% | +32.7% | +35.6% |
| 5Y | +144.9% | -45.5% | +190.4% | +128.7% |
| All | +144.9% | -47.2% | +192.1% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling