+163.7%
PEG vs LPLA
+757.5%
-593.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.1% |
| 7D | +2.3% | -2.8% | +5.1% | +2.7% |
| 30D | +6.1% | -10.2% | +16.3% | +7.6% |
| 3M | -0.5% | -22.3% | +21.8% | +2.9% |
| 6M | -3.2% | -0.5% | -2.7% | -3.8% |
| YTD | -4.4% | -17.9% | +13.4% | -2.7% |
| 1Y | -7.4% | -22.0% | +14.7% | -5.0% |
| 3Y | +33.9% | +29.4% | +4.5% | +23.7% |
| 5Y | +42.3% | +81.2% | -38.9% | +19.3% |
| All | +163.7% | +757.5% | -593.8% | +83.9% |
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 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