+190.4%
PDD vs LPLA
+352.3%
-162.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.0% |
| 7D | -7.6% | -2.8% | -4.9% | -7.0% |
| 30D | -5.4% | -10.2% | +4.8% | -3.0% |
| 3M | -12.9% | -22.3% | +9.3% | -7.2% |
| 6M | -19.0% | -0.5% | -18.5% | -19.9% |
| YTD | -31.6% | -17.9% | -13.8% | -29.1% |
| 1Y | -43.0% | -22.0% | -21.0% | -40.0% |
| 3Y | -28.9% | +29.4% | -58.3% | -39.3% |
| 5Y | -18.4% | +81.2% | -99.6% | -39.6% |
| All | +190.4% | +352.3% | -162.0% | +85.5% |
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