+4.4%
PEP vs LPLA
-21.6%
+25.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | +2.9% | -0.9% | +3.8% | +2.9% |
| 30D | +12.5% | -9.5% | +22.0% | +12.6% |
| 3M | +4.5% | -21.9% | +26.4% | +4.7% |
| 6M | -0.5% | -2.6% | +2.1% | -0.4% |
| YTD | +4.4% | -17.8% | +22.2% | +5.0% |
| 1Y | +4.4% | -21.2% | +25.5% | +5.2% |
| All | +4.4% | -21.6% | +25.9% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling