-21.5%
PFE vs LPLA
+78.4%
-99.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.5% |
| 7D | -3.7% | +4.1% | -7.9% | -3.9% |
| 30D | +5.0% | -9.0% | +14.0% | +5.4% |
| 3M | +12.2% | -17.6% | +29.8% | +13.2% |
| 6M | +14.6% | -8.8% | +23.4% | +14.9% |
| YTD | +24.1% | -17.0% | +41.2% | +24.9% |
| 1Y | +26.6% | -20.4% | +47.0% | +27.7% |
| 3Y | +14.3% | +35.4% | -21.1% | +10.1% |
| All | -21.5% | +78.4% | -99.9% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling