-21.2%
LPLA vs EXPD
+40.4%
-61.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.9% | +5.5% | -6.5% | -2.5% |
| 30D | -9.5% | -0.8% | -8.7% | -9.3% |
| 3M | -21.9% | +4.1% | -26.0% | -22.6% |
| 6M | -2.6% | +25.7% | -28.3% | -7.3% |
| YTD | -17.8% | +31.4% | -49.2% | -24.1% |
| 1Y | -21.2% | +42.2% | -63.4% | -29.1% |
| All | -21.2% | +40.4% | -61.6% | -29.1% |
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