+800.4%
LPLA vs WCC
+453.1%
+347.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.6% | -3.6% |
| 7D | -3.2% | +3.3% | -6.5% | -4.7% |
| 30D | -8.6% | -9.4% | +0.8% | -6.3% |
| 3M | -18.7% | -10.5% | -8.2% | -16.7% |
| 6M | +4.5% | -10.4% | +14.9% | +5.2% |
| YTD | -15.3% | +34.4% | -49.7% | -29.9% |
| 1Y | -19.9% | +27.7% | -47.5% | -32.2% |
| 3Y | +33.4% | +137.9% | -104.5% | -22.7% |
| 5Y | +87.4% | +147.0% | -59.6% | -2.4% |
| 10Y | +800.4% | +442.5% | +357.9% | +119.8% |
| All | +800.4% | +453.1% | +347.3% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling