+34.6%
LPLA vs EXPD
+75.1%
-40.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -3.0% |
| 7D | -3.2% | -1.6% | -1.6% | -2.8% |
| 30D | -8.6% | +0.6% | -9.2% | -8.8% |
| 3M | -18.7% | +9.8% | -28.5% | -20.5% |
| 6M | +4.5% | +25.8% | -21.2% | -1.3% |
| YTD | -15.3% | +31.3% | -46.6% | -21.2% |
| 1Y | -19.9% | +40.9% | -60.8% | -26.9% |
| All | +34.6% | +75.1% | -40.5% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling