-20.4%
LPLA vs EXPD
+35.2%
-55.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.2% |
| 7D | +4.1% | -7.2% | +11.3% | +6.2% |
| 30D | -9.0% | -3.3% | -5.7% | -8.1% |
| 3M | -17.6% | +3.4% | -21.0% | -17.9% |
| 6M | -8.8% | +22.7% | -31.5% | -12.4% |
| YTD | -17.0% | +24.5% | -41.6% | -21.8% |
| 1Y | -20.4% | +38.6% | -59.1% | -26.6% |
| All | -20.4% | +35.2% | -55.6% | -26.6% |
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