+48.7%
WM vs LPLA
+29.4%
+19.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.2% | -0.9% | +4.1% | +3.2% |
| 30D | +13.0% | -9.5% | +22.5% | +13.6% |
| 3M | +9.2% | -21.9% | +31.1% | +10.5% |
| 6M | +13.6% | -2.6% | +16.3% | +13.7% |
| YTD | +12.4% | -17.8% | +30.2% | +13.2% |
| 1Y | +21.2% | -21.2% | +42.4% | +22.4% |
| 3Y | +48.7% | +30.6% | +18.1% | +44.9% |
| All | +48.7% | +29.4% | +19.3% | +44.9% |
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 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