+82.7%
PAAS vs LPLA
+1,311.2%
-1,228.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -2.9% | -3.1% | +0.2% | -2.6% |
| 30D | +6.8% | -0.1% | +6.9% | +6.8% |
| 3M | -2.9% | +23.2% | -26.1% | -5.1% |
| 6M | -16.4% | +15.5% | -32.0% | -18.0% |
| YTD | 0.0% | +0.9% | -0.9% | -0.5% |
| 1Y | +54.3% | +0.2% | +54.2% | +53.5% |
| 3Y | +230.7% | +55.2% | +175.5% | +211.6% |
| 5Y | +111.6% | +145.4% | -33.8% | +85.9% |
| 10Y | +211.7% | +1,229.7% | -1,017.9% | +123.9% |
| All | +82.7% | +1,311.2% | -1,228.5% | +20.9% |
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