+211.0%
WELL vs LPLA
+143.6%
+67.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | -1.3% | -2.1% | +0.8% | -1.2% |
| 30D | +0.5% | -3.3% | +3.9% | +0.8% |
| 3M | +19.1% | +23.5% | -4.5% | +16.8% |
| 6M | +17.0% | +12.0% | +5.0% | +15.6% |
| YTD | +29.2% | -1.7% | +30.9% | +28.8% |
| 1Y | +42.1% | +3.2% | +38.9% | +40.6% |
| 3Y | +204.5% | +46.2% | +158.3% | +186.6% |
| 5Y | +211.0% | +144.9% | +66.1% | +171.8% |
| All | +211.0% | +143.6% | +67.3% | +171.8% |
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