+328.7%
WM vs LPLA
+892.4%
-563.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.2% | -0.4% |
| 7D | -0.5% | +2.3% | -2.8% | -0.8% |
| 30D | +13.3% | -7.7% | +21.0% | +14.5% |
| 3M | +4.4% | -15.7% | +20.1% | +6.7% |
| 6M | +10.8% | +0.8% | +10.0% | +10.1% |
| YTD | +9.1% | -14.2% | +23.3% | +10.5% |
| 1Y | +19.1% | -17.9% | +37.0% | +21.4% |
| 3Y | +45.7% | +36.1% | +9.6% | +33.5% |
| 5Y | +60.4% | +90.3% | -29.9% | +33.1% |
| 10Y | +328.7% | +841.0% | -512.3% | +167.9% |
| All | +328.7% | +892.4% | -563.7% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling