+1,518.7%
SHW vs LPLA
+1,311.2%
+207.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.2% | -3.1% | -0.2% | -2.6% |
| 30D | -9.5% | -0.1% | -9.4% | -9.6% |
| 3M | +11.5% | +23.2% | -11.8% | +6.6% |
| 6M | -3.5% | +15.5% | -19.1% | -6.8% |
| YTD | +3.7% | +0.9% | +2.8% | +2.6% |
| 1Y | -7.9% | +0.2% | -8.1% | -9.2% |
| 3Y | +24.7% | +55.2% | -30.5% | +9.3% |
| 5Y | +13.6% | +145.4% | -131.8% | -13.4% |
| 10Y | +283.0% | +1,229.7% | -946.7% | +92.9% |
| All | +1,518.7% | +1,311.2% | +207.4% | +660.8% |
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 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