+1,495.1%
WDC vs LPLA
+1,049.0%
+446.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.6% |
| 7D | +16.3% | -2.8% | +19.1% | +17.6% |
| 30D | -18.3% | -10.2% | -8.1% | -15.5% |
| 3M | -31.4% | -22.3% | -9.2% | -25.0% |
| 6M | -36.3% | -0.5% | -35.8% | -38.0% |
| YTD | +80.8% | -17.9% | +98.7% | +90.1% |
| 1Y | +87.7% | -22.0% | +109.7% | +102.4% |
| 3Y | +819.4% | +29.4% | +790.0% | +670.1% |
| 5Y | +583.2% | +81.2% | +502.0% | +368.4% |
| 10Y | +689.8% | +773.4% | -83.6% | +184.8% |
| All | +1,495.1% | +1,049.0% | +446.1% | +361.1% |
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 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