+136.2%
WY vs LPLA
+1,311.2%
-1,175.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.7% | -3.1% | +1.3% | -0.8% |
| 30D | -10.1% | -0.1% | -10.0% | -10.2% |
| 3M | -5.1% | +23.2% | -28.4% | -11.7% |
| 6M | -4.8% | +15.5% | -20.3% | -10.1% |
| YTD | -0.2% | +0.9% | -1.1% | -2.2% |
| 1Y | -6.6% | +0.2% | -6.8% | -9.1% |
| 3Y | -22.7% | +55.2% | -78.0% | -38.6% |
| 5Y | -22.2% | +145.4% | -167.6% | -51.1% |
| 10Y | +7.3% | +1,229.7% | -1,222.4% | -63.5% |
| All | +136.2% | +1,311.2% | -1,175.0% | -33.1% |
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