+1,186.7%
LPLA vs WCN
+235.2%
+951.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.1% |
| 7D | -3.7% | -4.4% | +0.8% | -1.5% |
| 30D | -6.4% | -4.4% | -1.9% | -4.3% |
| 3M | +20.2% | +0.5% | +19.7% | +19.3% |
| 6M | +12.8% | -3.3% | +16.1% | +13.6% |
| YTD | -2.5% | -8.5% | +6.0% | +0.7% |
| 1Y | +1.9% | -8.9% | +10.9% | +5.1% |
| 3Y | +45.0% | +18.0% | +26.9% | +26.3% |
| 5Y | +146.6% | +25.0% | +121.6% | +101.8% |
| All | +1,186.7% | +235.2% | +951.5% | +596.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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