+30.4%
WBD vs LPLA
+1,311.2%
-1,280.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.8% | -3.1% | +1.3% | -0.8% |
| 30D | +8.8% | -0.1% | +8.9% | +8.7% |
| 3M | +4.6% | +23.2% | -18.6% | -2.7% |
| 6M | +1.1% | +15.5% | -14.5% | -4.7% |
| YTD | -2.0% | +0.9% | -2.9% | -4.2% |
| 1Y | +140.0% | +0.2% | +139.9% | +134.0% |
| 3Y | +144.4% | +55.2% | +89.2% | +101.0% |
| 5Y | -0.2% | +145.4% | -145.6% | -31.8% |
| 10Y | +9.1% | +1,229.7% | -1,220.5% | -57.8% |
| All | +30.4% | +1,311.2% | -1,280.8% | -54.5% |
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