+223.4%
WELL vs LPLA
+83.0%
+140.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +4.4% | +4.1% | +0.3% | +4.1% |
| 30D | +10.8% | -9.0% | +19.8% | +11.5% |
| 3M | +4.2% | -17.6% | +21.8% | +5.6% |
| 6M | +14.0% | -8.8% | +22.8% | +14.4% |
| YTD | +33.4% | -17.0% | +50.5% | +34.6% |
| 1Y | +32.4% | -20.4% | +52.8% | +34.1% |
| 3Y | +194.7% | +35.4% | +159.3% | +176.5% |
| All | +223.4% | +83.0% | +140.4% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling