+149.6%
LPLA vs WYNN
-11.0%
+160.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -1.5% | -4.2% | +2.7% | -0.4% |
| 30D | -6.0% | -14.6% | +8.6% | -1.9% |
| 3M | +24.0% | -18.4% | +42.4% | +30.7% |
| 6M | +17.0% | -11.9% | +28.9% | +20.3% |
| YTD | -0.7% | -26.6% | +25.9% | +7.4% |
| 1Y | +2.1% | -28.5% | +30.6% | +10.3% |
| 3Y | +48.7% | -5.1% | +53.8% | +42.6% |
| All | +149.6% | -11.0% | +160.6% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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