+5.3%
WMT vs LPLA
+3.8%
+1.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.3% |
| 7D | 0.0% | -1.5% | +1.6% | 0.0% |
| 30D | -7.4% | -6.0% | -1.4% | -7.4% |
| 3M | -10.9% | +24.0% | -34.9% | -10.7% |
| 6M | -12.7% | +17.0% | -29.7% | -12.5% |
| YTD | -3.2% | -0.7% | -2.5% | -1.8% |
| 1Y | +5.3% | +2.1% | +3.1% | +6.4% |
| All | +5.3% | +3.8% | +1.5% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling