-16.5%
LPLA vs WTW
+8.6%
-25.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.7% | +4.0% |
| 7D | +15.7% | +4.9% | +10.8% | +14.6% |
| 30D | -6.2% | +17.1% | -23.3% | -9.3% |
| 3M | -12.0% | -0.3% | -11.7% | -12.1% |
| 6M | -2.7% | +30.7% | -33.4% | -7.6% |
| YTD | -12.5% | +3.7% | -16.3% | -13.6% |
| 1Y | -16.5% | +5.9% | -22.4% | -17.6% |
| All | -16.5% | +8.6% | -25.1% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling