+334.3%
PEG vs LPLA
+1,047.9%
-713.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.1% |
| 7D | +2.3% | -2.9% | +5.2% | +2.7% |
| 30D | +6.1% | -10.2% | +16.4% | +7.3% |
| 3M | -0.5% | -22.3% | +21.8% | +2.4% |
| 6M | -3.2% | -0.6% | -2.6% | -3.7% |
| YTD | -4.4% | -17.9% | +13.5% | -3.0% |
| 1Y | -7.4% | -22.1% | +14.7% | -5.4% |
| 3Y | +33.9% | +29.3% | +4.7% | +25.9% |
| 5Y | +42.3% | +81.0% | -38.7% | +24.9% |
| 10Y | +166.4% | +772.5% | -606.2% | +89.3% |
| All | +334.3% | +1,047.9% | -713.6% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling