+424.1%
WAT vs LPLA
+1,311.2%
-887.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.3% | -3.1% | +1.8% | -0.6% |
| 30D | +2.3% | -0.1% | +2.4% | +2.3% |
| 3M | +8.7% | +23.2% | -14.5% | +3.2% |
| 6M | +28.3% | +15.5% | +12.8% | +23.4% |
| YTD | +7.8% | +0.9% | +6.9% | +6.5% |
| 1Y | +36.6% | +0.2% | +36.4% | +34.4% |
| 3Y | +45.7% | +55.2% | -9.5% | +25.6% |
| 5Y | -3.3% | +145.4% | -148.7% | -28.7% |
| 10Y | +162.1% | +1,229.7% | -1,067.5% | +17.0% |
| All | +424.1% | +1,311.2% | -887.1% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling