+502.9%
WAT vs LPLA
+1,084.6%
-581.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.5% |
| 7D | +0.7% | -3.2% | +3.9% | +1.5% |
| 30D | +9.0% | -8.6% | +17.6% | +10.7% |
| 3M | +13.5% | -18.7% | +32.1% | +18.2% |
| 6M | +35.3% | +4.5% | +30.7% | +32.3% |
| YTD | +24.0% | -15.3% | +39.3% | +26.7% |
| 1Y | +22.0% | -19.9% | +41.8% | +26.2% |
| 3Y | +84.0% | +33.4% | +50.6% | +63.3% |
| 5Y | +34.4% | +87.4% | -53.1% | +5.5% |
| 10Y | +231.4% | +800.4% | -569.0% | +62.3% |
| All | +502.9% | +1,084.6% | -581.7% | +138.6% |
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 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