+197.4%
PDD vs LPLA
+377.0%
-179.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | -1.0% | +3.6% | -4.6% | -2.1% |
| 30D | -2.4% | -6.8% | +4.4% | -1.0% |
| 3M | -14.6% | -17.0% | +2.4% | -10.7% |
| 6M | -19.6% | +1.8% | -21.5% | -21.0% |
| YTD | -30.0% | -13.4% | -16.6% | -28.5% |
| 1Y | -42.5% | -17.5% | -25.0% | -40.5% |
| 3Y | -27.2% | +36.5% | -63.6% | -38.8% |
| 5Y | -8.2% | +92.6% | -100.9% | -33.3% |
| All | +197.4% | +377.0% | -179.6% | +87.2% |
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 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