+889.6%
WELL vs LPLA
+1,311.2%
-421.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -0.8% | -3.1% | +2.3% | -0.1% |
| 30D | -0.1% | -0.1% | 0.0% | -0.1% |
| 3M | +18.0% | +23.2% | -5.2% | +12.1% |
| 6M | +15.0% | +15.5% | -0.5% | +10.3% |
| YTD | +28.6% | +0.9% | +27.7% | +26.5% |
| 1Y | +42.9% | +0.2% | +42.8% | +40.0% |
| 3Y | +203.0% | +55.2% | +147.8% | +157.8% |
| 5Y | +206.9% | +145.4% | +61.4% | +119.5% |
| 10Y | +339.5% | +1,229.7% | -890.2% | +116.3% |
| All | +889.6% | +1,311.2% | -421.7% | +321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling