+81.0%
LPLA vs WST
-0.1%
+81.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | +4.1% | -3.1% | +7.3% | +4.3% |
| 30D | -9.0% | +9.1% | -18.1% | -9.5% |
| 3M | -17.6% | +14.7% | -32.3% | -18.3% |
| 6M | -8.8% | +28.0% | -36.8% | -10.3% |
| YTD | -17.0% | +45.6% | -62.7% | -19.3% |
| 1Y | -20.4% | +45.7% | -66.1% | -22.6% |
| 3Y | +35.4% | +21.1% | +14.3% | +29.5% |
| All | +81.0% | -0.1% | +81.1% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling