+1,350.8%
LPLA vs EXR
+1,431.4%
-80.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -3.1% | -2.6% | -0.5% | -2.5% |
| 30D | -0.1% | -7.2% | +7.1% | +1.7% |
| 3M | +23.2% | -3.5% | +26.7% | +24.1% |
| 6M | +15.5% | -5.3% | +20.8% | +16.7% |
| YTD | +0.9% | +9.4% | -8.5% | -1.8% |
| 1Y | +0.2% | +1.3% | -1.2% | -0.9% |
| 3Y | +55.2% | +22.4% | +32.8% | +41.8% |
| 5Y | +145.4% | -12.2% | +157.7% | +141.9% |
| 10Y | +1,229.7% | +148.6% | +1,081.1% | +826.9% |
| All | +1,350.8% | +1,431.4% | -80.7% | +369.4% |
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