+124.9%
WFC vs LPLA
+37.2%
+87.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +0.9% | +3.6% | -2.8% | -0.4% |
| 30D | +3.3% | -6.8% | +10.0% | +5.2% |
| 3M | -1.4% | -17.0% | +15.6% | +4.9% |
| 6M | +14.7% | +1.8% | +12.9% | +12.4% |
| YTD | -5.9% | -13.4% | +7.5% | -2.6% |
| 1Y | +1.8% | -17.5% | +19.4% | +7.4% |
| 3Y | +124.9% | +36.5% | +88.4% | +107.7% |
| All | +124.9% | +37.2% | +87.7% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling