+369.6%
WPM vs LPLA
+1,047.9%
-678.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.7% |
| 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% | -1.5% |
| 6M | -7.4% | -0.6% | -6.8% | -7.5% |
| YTD | +12.6% | -17.9% | +30.6% | +13.1% |
| 1Y | +22.8% | -22.1% | +45.0% | +23.5% |
| 3Y | +213.6% | +29.3% | +184.4% | +210.2% |
| 5Y | +211.2% | +81.0% | +130.1% | +202.8% |
| 10Y | +733.9% | +772.5% | -38.6% | +657.7% |
| All | +369.6% | +1,047.9% | -678.2% | +294.7% |
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 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