+841.0%
LPLA vs EXR
+215.3%
+625.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | +2.3% | +2.7% | -0.4% | +1.8% |
| 30D | -7.7% | +18.9% | -26.6% | -10.7% |
| 3M | -15.7% | +8.4% | -24.1% | -17.0% |
| 6M | +0.8% | +14.3% | -13.5% | -1.9% |
| YTD | -14.2% | +27.2% | -41.5% | -18.6% |
| 1Y | -17.9% | +25.9% | -43.9% | -21.9% |
| 3Y | +36.1% | +54.6% | -18.6% | +19.8% |
| 5Y | +90.3% | -0.6% | +90.9% | +84.9% |
| 10Y | +841.0% | +208.5% | +632.5% | +686.7% |
| All | +841.0% | +215.3% | +625.7% | +686.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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