+14.8%
SHW vs LPLA
+146.0%
-131.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -2.0% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | -11.6% | -3.3% | -8.3% | -11.3% |
| 3M | +9.1% | +23.5% | -14.4% | +6.3% |
| 6M | -0.7% | +12.0% | -12.7% | -2.3% |
| YTD | +1.4% | -1.7% | +3.0% | +1.1% |
| 1Y | -12.3% | +3.2% | -15.5% | -13.2% |
| 3Y | +23.4% | +46.2% | -22.8% | +14.6% |
| All | +14.8% | +146.0% | -131.2% | -5.9% |
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