+389.0%
LPLA vs ESTC
+23.0%
+366.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.2% |
| 7D | +4.1% | -11.5% | +15.7% | +6.5% |
| 30D | -9.0% | -7.5% | -1.5% | -8.0% |
| 3M | -17.6% | +23.1% | -40.7% | -21.9% |
| 6M | -8.8% | +75.3% | -84.1% | -20.2% |
| YTD | -17.0% | +14.1% | -31.1% | -21.5% |
| 1Y | -20.4% | -0.6% | -19.8% | -22.8% |
| 3Y | +35.4% | +20.8% | +14.6% | +18.3% |
| 5Y | +79.7% | -48.8% | +128.5% | +80.6% |
| All | +389.0% | +23.0% | +366.0% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling