+1,195.1%
LPLA vs WST
+321.8%
+873.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -3.3% | -4.6% | +1.3% | -2.7% |
| 3M | +23.5% | +5.7% | +17.8% | +22.3% |
| 6M | +12.0% | +37.6% | -25.6% | +6.2% |
| YTD | -1.7% | +23.0% | -24.7% | -5.3% |
| 1Y | +3.2% | +33.8% | -30.6% | -2.2% |
| 3Y | +46.2% | -13.4% | +59.6% | +43.1% |
| 5Y | +144.9% | -27.0% | +171.9% | +149.4% |
| 10Y | +1,195.1% | +324.5% | +870.5% | +678.2% |
| All | +1,195.1% | +321.8% | +873.2% | +678.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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