+1,093.1%
LPLA vs EXR
+1,671.3%
-578.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +4.1% | +5.2% | -1.1% | +2.9% |
| 30D | -9.0% | +20.9% | -29.9% | -13.0% |
| 3M | -17.6% | +7.7% | -25.3% | -19.1% |
| 6M | -8.8% | +13.2% | -22.0% | -11.7% |
| YTD | -17.0% | +26.5% | -43.5% | -22.0% |
| 1Y | -20.4% | +27.2% | -47.6% | -25.4% |
| 3Y | +35.4% | +71.5% | -36.1% | +13.0% |
| 5Y | +79.7% | +0.4% | +79.4% | +72.0% |
| 10Y | +915.0% | +225.2% | +689.8% | +557.0% |
| All | +1,093.1% | +1,671.3% | -578.2% | +272.9% |
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