+739.1%
LPLA vs PENG
+520.3%
+218.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -23.0% | +19.6% | +0.6% |
| 7D | +7.6% | -36.7% | +44.3% | +15.3% |
| 30D | -9.5% | -42.0% | +32.6% | -2.4% |
| 3M | -16.3% | -33.2% | +16.9% | -12.9% |
| 6M | -8.0% | +2.1% | -10.1% | -16.6% |
| YTD | -15.5% | +90.3% | -105.8% | -33.8% |
| 1Y | -19.4% | +67.7% | -87.0% | -35.3% |
| 3Y | +39.7% | +154.2% | -114.5% | -4.6% |
| 5Y | +83.0% | +28.3% | +54.7% | +35.2% |
| All | +739.1% | +520.3% | +218.8% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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