+356.5%
WELL vs LPLA
+1,198.0%
-841.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.1% | -1.5% | +0.4% | -0.7% |
| 30D | +0.7% | -6.0% | +6.7% | +2.4% |
| 3M | +14.5% | +21.4% | -6.8% | +8.1% |
| 6M | +14.4% | +12.1% | +2.3% | +9.7% |
| YTD | +28.5% | -1.8% | +30.3% | +26.8% |
| 1Y | +41.8% | +3.2% | +38.6% | +37.0% |
| 3Y | +202.8% | +45.9% | +156.9% | +151.3% |
| 5Y | +208.8% | +144.7% | +64.2% | +95.6% |
| 10Y | +356.5% | +1,222.4% | -865.9% | +107.0% |
| All | +356.5% | +1,198.0% | -841.5% | +107.0% |
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