+201.5%
PDD vs LPLA
+372.3%
-170.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.4% | -4.0% |
| 7D | -1.4% | +2.3% | -3.7% | -2.2% |
| 30D | -1.0% | -7.7% | +6.6% | +0.7% |
| 3M | -12.3% | -15.7% | +3.4% | -8.7% |
| 6M | -18.5% | +0.8% | -19.3% | -19.7% |
| YTD | -29.0% | -14.2% | -14.8% | -27.3% |
| 1Y | -40.7% | -17.9% | -22.8% | -38.5% |
| 3Y | -25.7% | +36.1% | -61.8% | -37.5% |
| 5Y | -3.3% | +90.3% | -93.6% | -29.4% |
| All | +201.5% | +372.3% | -170.8% | +90.3% |
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