+313.1%
PBF vs LPLA
+1,170.1%
-856.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.9% |
| 7D | +4.3% | -2.8% | +7.0% | +5.7% |
| 30D | -21.8% | -10.2% | -11.6% | -18.3% |
| 3M | +1.7% | -22.3% | +24.0% | +14.6% |
| 6M | +69.8% | -0.5% | +70.3% | +64.4% |
| YTD | +167.7% | -17.9% | +185.6% | +181.1% |
| 1Y | +89.0% | -22.0% | +111.0% | +104.4% |
| 3Y | +78.8% | +29.4% | +49.4% | +33.7% |
| 5Y | +415.4% | +81.2% | +334.2% | +192.9% |
| 10Y | +263.1% | +773.4% | -510.3% | +7.1% |
| All | +313.1% | +1,170.1% | -856.9% | +14.2% |
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