+228.3%
WAT vs LPLA
+758.1%
-529.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +5.4% | -9.5% | +14.9% | +7.3% |
| 3M | +11.3% | -21.9% | +33.2% | +16.8% |
| 6M | +37.4% | -2.6% | +40.0% | +36.7% |
| YTD | +21.2% | -17.8% | +39.0% | +24.6% |
| 1Y | +21.3% | -21.2% | +42.5% | +25.9% |
| 3Y | +83.4% | +30.6% | +52.8% | +63.6% |
| 5Y | +29.0% | +81.3% | -52.4% | +1.5% |
| All | +228.3% | +758.1% | -529.7% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling