+1,350.8%
LPLA vs WST
+1,881.7%
-531.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -0.1% | -3.1% | +3.1% | +0.6% |
| 3M | +23.2% | +7.2% | +16.0% | +21.1% |
| 6M | +15.5% | +36.8% | -21.3% | +6.9% |
| YTD | +0.9% | +23.8% | -23.0% | -4.7% |
| 1Y | +0.2% | +37.8% | -37.6% | -8.1% |
| 3Y | +55.2% | -15.9% | +71.1% | +51.0% |
| 5Y | +145.4% | -25.8% | +171.3% | +143.8% |
| 10Y | +1,229.7% | +319.6% | +910.1% | +494.9% |
| All | +1,350.8% | +1,881.7% | -531.0% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling