+143.7%
PEG vs LPLA
+1,226.8%
-1,083.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -0.9% | -3.7% | +2.8% | -0.4% |
| 30D | -2.8% | -6.4% | +3.6% | -1.8% |
| 3M | -6.9% | +20.2% | -27.1% | -9.7% |
| 6M | -11.4% | +12.8% | -24.2% | -13.5% |
| YTD | -7.4% | -2.5% | -4.9% | -7.8% |
| 1Y | -8.3% | +1.9% | -10.2% | -9.6% |
| 3Y | +31.5% | +45.0% | -13.4% | +20.4% |
| 5Y | +38.0% | +146.6% | -108.7% | +10.8% |
| All | +143.7% | +1,226.8% | -1,083.1% | +69.6% |
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