+63.1%
WM vs LPLA
+81.7%
-18.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.4% |
| 7D | +4.5% | +7.6% | -3.1% | +3.9% |
| 30D | +16.1% | -9.5% | +25.5% | +16.7% |
| 3M | +8.0% | -16.3% | +24.4% | +9.1% |
| 6M | +8.4% | -8.0% | +16.4% | +8.7% |
| YTD | +11.2% | -15.5% | +26.7% | +12.0% |
| 1Y | +22.3% | -19.4% | +41.7% | +23.5% |
| 3Y | +50.2% | +39.7% | +10.5% | +44.9% |
| All | +63.1% | +81.7% | -18.6% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling