+473.8%
WELL vs LPLA
+824.7%
-350.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +3.0% | +3.6% | -0.6% | +2.0% |
| 30D | +10.2% | -6.8% | +17.0% | +11.8% |
| 3M | +6.1% | -17.0% | +23.2% | +10.9% |
| 6M | +16.6% | +1.8% | +14.8% | +14.4% |
| YTD | +35.3% | -13.4% | +48.7% | +37.3% |
| 1Y | +31.5% | -17.5% | +49.0% | +35.1% |
| 3Y | +206.5% | +36.5% | +170.0% | +154.2% |
| 5Y | +222.0% | +92.6% | +129.3% | +116.8% |
| 10Y | +473.8% | +809.2% | -335.4% | +150.0% |
| All | +473.8% | +824.7% | -350.9% | +150.0% |
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