+58.5%
WM vs LPLA
+93.2%
-34.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | +1.2% | +3.6% | -2.5% | +0.9% |
| 30D | +13.7% | -6.8% | +20.4% | +14.1% |
| 3M | +5.2% | -17.0% | +22.2% | +6.3% |
| 6M | +11.2% | +1.8% | +9.4% | +10.8% |
| YTD | +9.4% | -13.4% | +22.8% | +10.0% |
| 1Y | +20.4% | -17.5% | +37.9% | +21.3% |
| 3Y | +44.7% | +36.5% | +8.2% | +39.8% |
| 5Y | +58.5% | +92.6% | -34.2% | +44.2% |
| All | +58.5% | +93.2% | -34.7% | +44.2% |
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