+902.1%
LPLA vs PENG
+762.7%
+139.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.5% |
| 7D | -3.1% | +4.5% | -7.6% | -3.9% |
| 30D | -0.1% | -7.1% | +7.0% | +0.9% |
| 3M | +23.2% | -27.3% | +50.5% | +25.9% |
| 6M | +15.5% | +169.6% | -154.0% | -12.2% |
| YTD | +0.9% | +164.6% | -163.7% | -23.3% |
| 1Y | +0.2% | +109.5% | -109.3% | -21.0% |
| 3Y | +55.2% | +98.9% | -43.7% | +12.7% |
| 5Y | +145.4% | +116.3% | +29.2% | +66.5% |
| All | +902.1% | +762.7% | +139.4% | +462.6% |
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