+35.4%
LPLA vs EXR
+69.9%
-34.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +4.1% | +5.2% | -1.1% | +3.9% |
| 30D | -9.0% | +20.9% | -29.9% | -9.6% |
| 3M | -17.6% | +7.7% | -25.3% | -18.0% |
| 6M | -8.8% | +13.2% | -22.0% | -9.3% |
| YTD | -17.0% | +26.5% | -43.5% | -17.6% |
| 1Y | -20.4% | +27.2% | -47.6% | -21.0% |
| 3Y | +35.4% | +71.5% | -36.1% | +37.8% |
| All | +35.4% | +69.9% | -34.5% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling