+1,228.2%
WDC vs LPLA
+1,226.8%
+1.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.1% |
| 7D | +4.4% | -3.7% | +8.1% | +6.3% |
| 30D | +5.3% | -6.4% | +11.7% | +8.4% |
| 3M | -5.9% | +20.2% | -26.1% | -15.0% |
| 6M | +73.2% | +12.8% | +60.4% | +59.6% |
| YTD | +167.8% | -2.5% | +170.3% | +165.8% |
| 1Y | +386.0% | +1.9% | +384.0% | +371.0% |
| 3Y | +1,309.7% | +45.0% | +1,264.7% | +1,004.6% |
| 5Y | +957.1% | +146.6% | +810.5% | +483.0% |
| All | +1,228.2% | +1,226.8% | +1.4% | +324.6% |
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 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