+87.4%
LPLA vs EXEL
+286.3%
-198.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -3.2% | -2.8% | -0.3% | -2.8% |
| 30D | -8.6% | +18.2% | -26.8% | -10.5% |
| 3M | -18.7% | +37.7% | -56.4% | -22.0% |
| 6M | +4.5% | +42.2% | -37.7% | -0.4% |
| YTD | -15.3% | +61.3% | -76.6% | -21.1% |
| 1Y | -19.9% | +64.5% | -84.4% | -25.5% |
| 3Y | +33.4% | +236.7% | -203.3% | +5.3% |
| 5Y | +87.4% | +296.3% | -208.9% | +42.2% |
| All | +87.4% | +286.3% | -198.9% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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