+211.2%
WPM vs LPLA
+29.2%
+182.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.6% |
| 7D | -0.5% | -2.9% | +2.4% | -0.4% |
| 30D | -3.1% | -10.2% | +7.1% | -2.8% |
| 3M | -2.2% | -22.3% | +20.2% | -1.4% |
| 6M | -7.4% | -0.6% | -6.8% | -7.5% |
| YTD | +12.6% | -17.9% | +30.6% | +13.2% |
| 1Y | +22.8% | -22.1% | +45.0% | +23.2% |
| All | +211.2% | +29.2% | +182.0% | +233.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling