+1,601.0%
SHW vs LPLA
+1,049.8%
+551.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | +8.1% | -9.5% | +17.6% | +10.0% |
| 3M | -2.8% | -21.9% | +19.1% | +1.8% |
| 6M | +15.0% | -2.6% | +17.7% | +14.9% |
| YTD | +9.0% | -17.8% | +26.8% | +11.9% |
| 1Y | +4.5% | -21.2% | +25.7% | +8.1% |
| 3Y | +41.9% | +30.6% | +11.2% | +28.2% |
| 5Y | +10.7% | +81.3% | -70.6% | -10.1% |
| 10Y | +340.4% | +773.9% | -433.6% | +139.5% |
| All | +1,601.0% | +1,049.8% | +551.2% | +730.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling