-16.5%
LPLA vs EXPD
+53.8%
-70.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.9% | +5.5% |
| 7D | +15.7% | +0.3% | +15.4% | +15.5% |
| 30D | -6.2% | +1.8% | -8.0% | -6.6% |
| 3M | -12.0% | +8.9% | -20.9% | -13.6% |
| 6M | -2.7% | +42.2% | -45.0% | -9.8% |
| YTD | -12.5% | +33.4% | -45.9% | -18.9% |
| 1Y | -16.5% | +47.2% | -63.7% | -23.6% |
| All | -16.5% | +53.8% | -70.3% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling