+738.1%
LPLA vs WSM
+1,131.4%
-393.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -9.5% | +5.1% | -14.6% | -10.8% |
| 3M | -21.9% | +5.1% | -27.0% | -23.0% |
| 6M | -2.6% | +48.6% | -51.2% | -13.8% |
| YTD | -17.8% | +44.2% | -62.0% | -26.6% |
| 1Y | -21.2% | +38.1% | -59.3% | -28.8% |
| 3Y | +30.6% | +257.2% | -226.6% | -17.9% |
| 5Y | +81.3% | +165.1% | -83.8% | +19.7% |
| All | +738.1% | +1,131.4% | -393.2% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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