+48.5%
PFE vs LPLA
+757.5%
-709.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.7% |
| 7D | -2.1% | -2.8% | +0.7% | -1.8% |
| 30D | +3.1% | -10.2% | +13.3% | +4.2% |
| 3M | +11.2% | -22.3% | +33.4% | +14.2% |
| 6M | +15.0% | -0.5% | +15.5% | +14.5% |
| YTD | +23.5% | -17.9% | +41.4% | +25.4% |
| 1Y | +18.9% | -22.0% | +40.9% | +21.4% |
| 3Y | +18.7% | +29.4% | -10.7% | +11.2% |
| 5Y | -24.0% | +81.2% | -105.3% | -34.0% |
| All | +48.5% | +757.5% | -709.0% | 0.0% |
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