+81.0%
LPLA vs ESTC
-48.9%
+129.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.1% |
| 7D | +4.1% | -11.5% | +15.7% | +5.9% |
| 30D | -9.0% | -7.5% | -1.5% | -8.3% |
| 3M | -17.6% | +23.1% | -40.7% | -20.9% |
| 6M | -8.8% | +75.3% | -84.1% | -17.4% |
| YTD | -17.0% | +14.1% | -31.1% | -20.3% |
| 1Y | -20.4% | -0.6% | -19.8% | -22.2% |
| 3Y | +35.4% | +20.8% | +14.6% | +24.0% |
| All | +81.0% | -48.9% | +129.9% | +64.6% |
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 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