+336.4%
WM vs LPLA
+902.8%
-566.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.8% |
| 7D | +1.2% | +4.1% | -2.9% | +0.6% |
| 30D | +13.1% | -9.0% | +22.1% | +14.5% |
| 3M | +3.6% | -17.6% | +21.3% | +6.3% |
| 6M | +8.1% | -8.8% | +16.9% | +9.0% |
| YTD | +8.9% | -17.0% | +25.9% | +10.9% |
| 1Y | +20.3% | -20.4% | +40.7% | +23.2% |
| 3Y | +46.2% | +35.4% | +10.7% | +34.0% |
| 5Y | +59.9% | +79.7% | -19.8% | +34.2% |
| All | +336.4% | +902.8% | -566.4% | +173.0% |
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