+313.2%
WMB vs LPLA
+1,198.0%
-884.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | +4.6% | -6.0% | +10.6% | +6.8% |
| 3M | +5.7% | +21.4% | -15.6% | -2.1% |
| 6M | +4.2% | +12.1% | -7.9% | -1.5% |
| YTD | +26.8% | -1.8% | +28.7% | +24.6% |
| 1Y | +34.7% | +3.2% | +31.5% | +28.8% |
| 3Y | +146.8% | +45.9% | +100.9% | +96.9% |
| 5Y | +285.0% | +144.7% | +140.4% | +123.2% |
| 10Y | +313.2% | +1,222.4% | -909.3% | +24.7% |
| All | +313.2% | +1,198.0% | -884.8% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling