+256.6%
PFE vs LPLA
+1,060.6%
-804.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.4% |
| 7D | -3.7% | +4.1% | -7.9% | -4.2% |
| 30D | +5.0% | -9.0% | +14.0% | +6.1% |
| 3M | +12.2% | -17.6% | +29.8% | +14.7% |
| 6M | +14.6% | -8.8% | +23.4% | +15.3% |
| YTD | +24.1% | -17.0% | +41.2% | +26.0% |
| 1Y | +26.6% | -20.4% | +47.0% | +29.2% |
| 3Y | +14.3% | +35.4% | -21.1% | +5.9% |
| 5Y | -21.9% | +79.7% | -101.7% | -32.4% |
| 10Y | +62.6% | +915.0% | -852.3% | +0.2% |
| All | +256.6% | +1,060.6% | -804.0% | +97.8% |
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