+14.5%
SHW vs LPLA
+93.2%
-78.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +4.2% | +3.6% | +0.6% | +3.8% |
| 30D | +11.3% | -6.8% | +18.0% | +12.0% |
| 3M | -1.8% | -17.0% | +15.2% | +0.2% |
| 6M | +12.7% | +1.8% | +10.9% | +12.1% |
| YTD | +10.4% | -13.4% | +23.8% | +11.6% |
| 1Y | +4.7% | -17.5% | +22.2% | +6.5% |
| 3Y | +42.7% | +36.5% | +6.2% | +33.0% |
| 5Y | +14.5% | +92.6% | -78.1% | -2.2% |
| All | +14.5% | +93.2% | -78.6% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling