+77.2%
PBF vs LPLA
+29.4%
+47.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +6.5% | -0.9% | +7.4% | +6.6% |
| 30D | -20.0% | -9.5% | -10.5% | -18.4% |
| 3M | -3.3% | -21.9% | +18.5% | +2.3% |
| 6M | +76.8% | -2.6% | +79.4% | +75.7% |
| YTD | +168.9% | -17.8% | +186.7% | +178.4% |
| 1Y | +96.4% | -21.2% | +117.5% | +106.4% |
| 3Y | +77.2% | +30.6% | +46.6% | +50.4% |
| All | +77.2% | +29.4% | +47.8% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling