+682.0%
WDC vs LPLA
+757.5%
-75.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.8% |
| 7D | +16.3% | -2.8% | +19.1% | +17.8% |
| 30D | -18.3% | -10.2% | -8.1% | -15.2% |
| 3M | -31.4% | -22.3% | -9.2% | -24.1% |
| 6M | -36.3% | -0.5% | -35.8% | -38.4% |
| YTD | +80.8% | -17.9% | +98.7% | +91.2% |
| 1Y | +87.7% | -22.0% | +109.7% | +104.4% |
| 3Y | +819.4% | +29.4% | +790.0% | +640.9% |
| 5Y | +583.2% | +81.2% | +502.0% | +324.2% |
| All | +682.0% | +757.5% | -75.6% | +136.5% |
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 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