+4.7%
WY vs LPLA
+1,251.7%
-1,247.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | -4.2% | -1.5% | -2.6% | -3.7% |
| 30D | -10.1% | -6.0% | -4.1% | -8.3% |
| 3M | -8.5% | +24.0% | -32.5% | -15.4% |
| 6M | -3.3% | +17.0% | -20.3% | -9.5% |
| YTD | -4.4% | -0.7% | -3.7% | -5.9% |
| 1Y | -11.5% | +2.1% | -13.6% | -14.5% |
| 3Y | -24.3% | +48.7% | -73.0% | -40.4% |
| 5Y | -21.3% | +151.2% | -172.5% | -55.2% |
| All | +4.7% | +1,251.7% | -1,247.0% | -65.3% |
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 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