+284.1%
SHW vs LPLA
+1,198.0%
-913.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -3.2% | -1.5% | -1.7% | -2.9% |
| 30D | -11.4% | -6.0% | -5.4% | -10.2% |
| 3M | +3.5% | +21.4% | -17.9% | -1.0% |
| 6M | -3.4% | +12.1% | -15.4% | -6.2% |
| YTD | -0.3% | -1.8% | +1.5% | -0.9% |
| 1Y | -10.4% | +3.2% | -13.6% | -12.3% |
| 3Y | +21.3% | +45.9% | -24.6% | +6.3% |
| 5Y | +12.9% | +144.7% | -131.8% | -17.6% |
| 10Y | +284.1% | +1,222.4% | -938.3% | +78.8% |
| All | +284.1% | +1,198.0% | -913.9% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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