+256.1%
PEP vs LPLA
+1,099.8%
-843.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | 0.0% |
| 7D | +1.0% | +2.3% | -1.3% | +0.8% |
| 30D | +12.6% | -7.7% | +20.3% | +13.3% |
| 3M | +3.1% | -15.7% | +18.8% | +4.6% |
| 6M | -6.3% | +0.8% | -7.1% | -6.7% |
| YTD | +1.9% | -14.2% | +16.1% | +2.7% |
| 1Y | +3.3% | -17.9% | +21.2% | +4.5% |
| 3Y | -4.8% | +36.1% | -40.9% | -10.5% |
| 5Y | +2.0% | +90.3% | -88.3% | -9.8% |
| 10Y | +80.3% | +841.0% | -760.6% | +28.4% |
| All | +256.1% | +1,099.8% | -843.7% | +132.3% |
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