+167.9%
WAT vs LPLA
+1,198.0%
-1,030.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -1.8% | -1.5% | -0.2% | -1.4% |
| 30D | -1.7% | -6.0% | +4.3% | -0.4% |
| 3M | +9.1% | +21.4% | -12.3% | +4.1% |
| 6M | +32.4% | +12.1% | +20.4% | +28.4% |
| YTD | +6.6% | -1.8% | +8.4% | +6.0% |
| 1Y | +34.7% | +3.2% | +31.5% | +31.9% |
| 3Y | +53.6% | +45.9% | +7.6% | +35.1% |
| 5Y | -4.1% | +144.7% | -148.7% | -29.2% |
| 10Y | +167.9% | +1,222.4% | -1,054.6% | +40.6% |
| All | +167.9% | +1,198.0% | -1,030.1% | +40.6% |
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 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