+1,145.6%
LPLA vs EXR
+1,668.6%
-523.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.2% |
| 7D | +3.6% | +1.7% | +1.9% | +3.2% |
| 30D | -6.8% | +18.0% | -24.8% | -10.4% |
| 3M | -17.0% | +9.7% | -26.7% | -18.8% |
| 6M | +1.8% | +13.4% | -11.6% | -1.4% |
| YTD | -13.4% | +26.3% | -39.7% | -18.6% |
| 1Y | -17.5% | +27.6% | -45.1% | -22.7% |
| 3Y | +36.5% | +52.2% | -15.7% | +18.1% |
| 5Y | +92.6% | -1.1% | +93.7% | +85.2% |
| 10Y | +809.2% | +216.8% | +592.4% | +494.2% |
| All | +1,145.6% | +1,668.6% | -523.1% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling