+443.3%
WELL vs LPLA
+757.5%
-314.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.2% |
| 7D | +0.1% | -2.8% | +2.9% | +0.9% |
| 30D | +6.8% | -10.2% | +16.9% | +9.4% |
| 3M | +6.7% | -22.3% | +29.0% | +13.5% |
| 6M | +13.8% | -0.5% | +14.3% | +12.3% |
| YTD | +33.8% | -17.9% | +51.7% | +37.7% |
| 1Y | +29.6% | -22.0% | +51.7% | +35.2% |
| 3Y | +203.1% | +29.4% | +173.7% | +155.2% |
| 5Y | +223.8% | +81.2% | +142.6% | +122.2% |
| All | +443.3% | +757.5% | -314.2% | +143.4% |
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