+1,210.9%
LPLA vs WU
-39.1%
+1,250.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -1.5% | -3.5% | +1.9% | -0.2% |
| 30D | -6.0% | -2.9% | -3.1% | -5.1% |
| 3M | +24.0% | -2.3% | +26.3% | +22.2% |
| 6M | +17.0% | -25.4% | +42.4% | +28.3% |
| YTD | -0.7% | -21.2% | +20.5% | +6.2% |
| 1Y | +2.1% | -8.9% | +11.0% | +1.7% |
| 3Y | +48.7% | -29.0% | +77.6% | +59.2% |
| 5Y | +151.2% | -50.7% | +202.0% | +218.0% |
| All | +1,210.9% | -39.1% | +1,250.0% | +1,424.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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