+1,350.8%
LPLA vs EXPD
+355.6%
+995.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -3.1% | -1.1% | -1.9% | -2.5% |
| 30D | -0.1% | +4.1% | -4.2% | -2.0% |
| 3M | +23.2% | +17.9% | +5.3% | +13.7% |
| 6M | +15.5% | +29.2% | -13.7% | +1.4% |
| YTD | +0.9% | +27.4% | -26.5% | -11.5% |
| 1Y | +0.2% | +56.8% | -56.7% | -21.2% |
| 3Y | +55.2% | +68.0% | -12.8% | +15.0% |
| 5Y | +145.4% | +61.9% | +83.6% | +79.5% |
| 10Y | +1,229.7% | +316.0% | +913.6% | +498.5% |
| All | +1,350.8% | +355.6% | +995.2% | +487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling