+30.6%
LPLA vs EXR
+53.5%
-22.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -9.5% | +18.2% | -27.7% | -9.9% |
| 3M | -21.9% | +7.3% | -29.2% | -22.2% |
| 6M | -2.6% | +13.8% | -16.4% | -3.0% |
| YTD | -17.8% | +25.9% | -43.7% | -18.3% |
| 1Y | -21.2% | +25.8% | -47.0% | -21.7% |
| 3Y | +30.6% | +53.7% | -23.1% | +37.1% |
| All | +30.6% | +53.5% | -22.9% | +37.1% |
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