+882.1%
WMT vs LPLA
+1,049.8%
-167.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.0% | -0.9% | +3.0% | +2.1% |
| 30D | +10.3% | -9.5% | +19.8% | +11.1% |
| 3M | +11.0% | -21.9% | +32.8% | +13.2% |
| 6M | -2.3% | -2.6% | +0.3% | -2.4% |
| YTD | +15.7% | -17.8% | +33.5% | +17.1% |
| 1Y | +26.0% | -21.2% | +47.1% | +27.9% |
| 3Y | +136.5% | +30.6% | +105.9% | +127.3% |
| 5Y | +176.8% | +81.3% | +95.5% | +155.0% |
| 10Y | +537.5% | +773.9% | -236.4% | +398.0% |
| All | +882.1% | +1,049.8% | -167.6% | +608.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling