-22.5%
WY vs LPLA
+44.8%
-67.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.7% | -1.5% | -0.1% | -1.6% |
| 30D | -9.9% | -6.0% | -3.9% | -9.6% |
| 3M | -7.5% | +21.4% | -28.9% | -8.4% |
| 6M | -5.1% | +12.1% | -17.2% | -5.7% |
| YTD | -2.1% | -1.8% | -0.3% | -2.2% |
| 1Y | -7.3% | +3.2% | -10.6% | -7.7% |
| All | -22.5% | +44.8% | -67.3% | -21.6% |
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