+1,394.6%
WDC vs LPLA
+44.8%
+1,349.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +7.5% | -1.5% | +9.0% | +8.0% |
| 30D | +10.1% | -6.0% | +16.0% | +12.4% |
| 3M | -6.8% | +21.4% | -28.2% | -14.5% |
| 6M | +84.1% | +12.1% | +72.1% | +73.0% |
| YTD | +180.3% | -1.8% | +182.1% | +181.0% |
| 1Y | +411.1% | +3.2% | +407.9% | +403.0% |
| All | +1,394.6% | +44.8% | +1,349.8% | +1,320.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling