+1,302.0%
LPLA vs WYNN
+28.7%
+1,273.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | -3.7% | -3.4% | -0.2% | -2.7% |
| 30D | -6.4% | -15.4% | +9.0% | -1.8% |
| 3M | +20.2% | -15.8% | +36.0% | +25.8% |
| 6M | +12.8% | -13.5% | +26.3% | +16.9% |
| YTD | -2.5% | -26.0% | +23.5% | +5.5% |
| 1Y | +1.9% | -27.4% | +29.3% | +10.1% |
| 3Y | +45.0% | -3.7% | +48.7% | +39.6% |
| 5Y | +146.6% | -9.8% | +156.4% | +130.9% |
| 10Y | +1,213.6% | +1.1% | +1,212.5% | +999.9% |
| All | +1,302.0% | +28.7% | +1,273.4% | +1,091.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling