+53.9%
WM vs LPLA
+145.4%
-91.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | -3.1% | +2.8% | -0.1% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | +0.4% | +23.2% | -22.8% | -0.9% |
| 6M | -9.5% | +15.5% | -25.0% | -10.4% |
| YTD | +0.5% | +0.9% | -0.4% | +0.2% |
| 1Y | -1.1% | +0.2% | -1.3% | -1.5% |
| 3Y | +46.0% | +55.2% | -9.2% | +40.2% |
| All | +53.9% | +145.4% | -91.5% | +37.7% |
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 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