+59.7%
WM vs LPLA
+78.4%
-18.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.0% |
| 7D | +1.2% | +4.1% | -2.9% | +0.9% |
| 30D | +13.1% | -9.0% | +22.1% | +13.7% |
| 3M | +3.6% | -17.6% | +21.3% | +4.7% |
| 6M | +8.1% | -8.8% | +16.9% | +8.5% |
| YTD | +8.9% | -17.0% | +25.9% | +9.8% |
| 1Y | +20.3% | -20.4% | +40.7% | +21.6% |
| 3Y | +46.2% | +35.4% | +10.7% | +41.3% |
| All | +59.7% | +78.4% | -18.7% | +47.0% |
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 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