+91.3%
PEP vs LPLA
+757.5%
-666.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.8% |
| 7D | -0.3% | -2.8% | +2.5% | 0.0% |
| 30D | +11.8% | -10.2% | +21.9% | +12.8% |
| 3M | +3.7% | -22.3% | +25.9% | +6.2% |
| 6M | -4.3% | -0.5% | -3.9% | -4.7% |
| YTD | +2.1% | -17.9% | +20.0% | +3.5% |
| 1Y | +2.5% | -22.0% | +24.6% | +4.4% |
| 3Y | -5.0% | +29.4% | -34.4% | -11.0% |
| 5Y | +2.9% | +81.2% | -78.4% | -11.0% |
| All | +91.3% | +757.5% | -666.3% | +34.2% |
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