+1,210.9%
LPLA vs WSM
+1,071.8%
+139.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -6.0% | -7.7% | +1.7% | -3.9% |
| 3M | +24.0% | +3.8% | +20.3% | +22.2% |
| 6M | +17.0% | +22.7% | -5.7% | +9.3% |
| YTD | -0.7% | +28.0% | -28.7% | -8.3% |
| 1Y | +2.1% | +12.7% | -10.6% | -2.7% |
| 3Y | +48.7% | +231.3% | -182.6% | -5.8% |
| 5Y | +151.2% | +177.2% | -25.9% | +60.2% |
| All | +1,210.9% | +1,071.8% | +139.1% | +271.9% |
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