+1,314.0%
LPLA vs EXEL
+890.9%
+423.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.2% |
| 7D | -2.1% | +1.4% | -3.4% | -2.3% |
| 30D | -3.3% | +6.7% | -10.0% | -4.3% |
| 3M | +23.5% | +11.5% | +12.1% | +21.2% |
| 6M | +12.0% | +38.8% | -26.8% | +6.2% |
| YTD | -1.7% | +31.6% | -33.2% | -6.2% |
| 1Y | +3.2% | +53.0% | -49.8% | -4.1% |
| 3Y | +46.2% | +160.8% | -114.6% | +22.8% |
| 5Y | +144.9% | +190.1% | -45.2% | +100.1% |
| 10Y | +1,195.1% | +367.0% | +828.1% | +845.4% |
| All | +1,314.0% | +890.9% | +423.1% | +791.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling