+142.7%
WFC vs LPLA
+1,226.8%
-1,084.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.1% |
| 7D | +0.3% | -3.7% | +4.0% | +2.2% |
| 30D | +2.3% | -6.4% | +8.7% | +5.7% |
| 3M | +9.8% | +20.2% | -10.4% | -0.5% |
| 6M | +15.6% | +12.8% | +2.7% | +7.2% |
| YTD | -2.4% | -2.5% | +0.1% | -3.0% |
| 1Y | +13.8% | +1.9% | +11.9% | +9.7% |
| 3Y | +134.6% | +45.0% | +89.7% | +80.7% |
| 5Y | +127.9% | +146.6% | -18.7% | +24.2% |
| All | +142.7% | +1,226.8% | -1,084.1% | -37.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling