+231.8%
WAT vs LPLA
+824.7%
-593.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +3.4% | +3.6% | -0.2% | +2.6% |
| 30D | +9.6% | -6.8% | +16.4% | +10.8% |
| 3M | +15.5% | -17.0% | +32.5% | +19.6% |
| 6M | +33.9% | +1.8% | +32.1% | +31.8% |
| YTD | +25.2% | -13.4% | +38.6% | +27.2% |
| 1Y | +26.3% | -17.5% | +43.8% | +29.7% |
| 3Y | +85.8% | +36.5% | +49.4% | +64.3% |
| 5Y | +35.3% | +92.6% | -57.4% | +5.1% |
| 10Y | +231.8% | +809.2% | -577.4% | +89.0% |
| All | +231.8% | +824.7% | -593.0% | +89.0% |
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