+334.9%
PBF vs LPLA
+1,226.8%
-891.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | +2.3% | -3.7% | +6.0% | +4.8% |
| 30D | +11.6% | -6.4% | +17.9% | +16.4% |
| 3M | +81.7% | +20.2% | +61.6% | +58.6% |
| 6M | +96.4% | +12.8% | +83.6% | +74.1% |
| YTD | +189.5% | -2.5% | +192.0% | +179.4% |
| 1Y | +180.7% | +1.9% | +178.8% | +158.3% |
| 3Y | +56.6% | +45.0% | +11.7% | +1.7% |
| 5Y | +802.0% | +146.6% | +655.4% | +237.0% |
| All | +334.9% | +1,226.8% | -891.9% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling