+1,080.0%
LPLA vs EXEL
+1,100.0%
-20.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.9% |
| 7D | -2.9% | +1.6% | -4.5% | -3.1% |
| 30D | -10.2% | +17.4% | -27.6% | -12.3% |
| 3M | -22.3% | +38.6% | -61.0% | -26.1% |
| 6M | -0.6% | +41.2% | -41.8% | -5.9% |
| YTD | -17.9% | +59.3% | -77.3% | -23.9% |
| 1Y | -22.1% | +60.2% | -82.3% | -27.9% |
| 3Y | +29.3% | +232.6% | -203.3% | +4.9% |
| 5Y | +81.0% | +285.9% | -204.8% | +42.0% |
| 10Y | +772.5% | +325.9% | +446.7% | +542.5% |
| All | +1,080.0% | +1,100.0% | -20.0% | +622.7% |
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