-0.3%
PDD vs LPLA
+78.4%
-78.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | +5.6% | +4.1% | +1.5% | +4.2% |
| 30D | +5.8% | -9.0% | +14.8% | +8.4% |
| 3M | -8.6% | -17.6% | +9.0% | -3.7% |
| 6M | -18.8% | -8.8% | -10.0% | -17.6% |
| YTD | -26.8% | -17.0% | -9.7% | -24.0% |
| 1Y | -39.3% | -20.4% | -18.9% | -36.1% |
| 3Y | -22.5% | +35.4% | -57.9% | -40.0% |
| All | -0.3% | +78.4% | -78.7% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling