-2.3%
SW vs LPLA
+145.4%
-147.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -5.1% | -3.1% | -2.0% | -4.5% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | +9.4% | +23.2% | -13.8% | +4.3% |
| 6M | +3.5% | +15.5% | -12.0% | -0.2% |
| YTD | +22.0% | +0.9% | +21.1% | +20.4% |
| 1Y | +2.2% | +0.2% | +2.0% | +0.7% |
| 3Y | +19.6% | +55.2% | -35.6% | +7.4% |
| All | -2.3% | +145.4% | -147.8% | -29.6% |
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