+738.1%
LPLA vs EXPD
+335.0%
+403.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -0.9% | +5.5% | -6.5% | -3.6% |
| 30D | -9.5% | -0.8% | -8.7% | -9.2% |
| 3M | -21.9% | +4.1% | -26.0% | -23.4% |
| 6M | -2.6% | +25.7% | -28.3% | -13.4% |
| YTD | -17.8% | +31.4% | -49.2% | -29.6% |
| 1Y | -21.2% | +42.2% | -63.4% | -35.3% |
| 3Y | +30.6% | +77.2% | -46.6% | -8.4% |
| 5Y | +81.3% | +61.0% | +20.3% | +30.9% |
| All | +738.1% | +335.0% | +403.2% | +229.2% |
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