+2.5%
WFC vs LPLA
-16.5%
+19.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +0.8% |
| 7D | +4.5% | +15.7% | -11.2% | 0.0% |
| 30D | +7.4% | -6.2% | +13.5% | +9.1% |
| 3M | -0.5% | -12.0% | +11.5% | +3.3% |
| 6M | +11.7% | -2.7% | +14.4% | +11.8% |
| YTD | -4.6% | -12.5% | +7.9% | -1.5% |
| 1Y | +2.5% | -16.5% | +19.1% | +8.1% |
| All | +2.5% | -16.5% | +19.0% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling