+1,195.1%
LPLA vs EXPD
+308.0%
+887.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.8% |
| 7D | -2.1% | -0.9% | -1.1% | -1.6% |
| 30D | -3.3% | +4.1% | -7.4% | -5.2% |
| 3M | +23.5% | +13.8% | +9.8% | +15.5% |
| 6M | +12.0% | +27.3% | -15.3% | -1.7% |
| YTD | -1.7% | +25.4% | -27.1% | -13.8% |
| 1Y | +3.2% | +54.4% | -51.2% | -19.6% |
| 3Y | +46.2% | +67.9% | -21.7% | +5.4% |
| 5Y | +144.9% | +59.2% | +85.7% | +75.4% |
| 10Y | +1,195.1% | +308.6% | +886.5% | +414.0% |
| All | +1,195.1% | +308.0% | +887.1% | +414.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling