+81.5%
WAT vs LPLA
+36.1%
+45.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | -1.1% | +4.1% | -5.3% | -1.6% |
| 30D | +5.0% | -9.0% | +14.0% | +5.9% |
| 3M | +14.5% | -17.6% | +32.1% | +16.9% |
| 6M | +30.9% | -8.8% | +39.7% | +31.7% |
| YTD | +20.5% | -17.0% | +37.5% | +22.0% |
| 1Y | +23.3% | -20.4% | +43.7% | +25.5% |
| 3Y | +81.5% | +35.4% | +46.1% | +82.2% |
| All | +81.5% | +36.1% | +45.4% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling