+116.1%
PG vs LPLA
+1,251.7%
-1,135.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -0.8% | -1.5% | +0.7% | -0.7% |
| 30D | +0.8% | -6.0% | +6.8% | +1.2% |
| 3M | -1.3% | +24.0% | -25.4% | -2.9% |
| 6M | -3.8% | +17.0% | -20.8% | -5.1% |
| YTD | +3.6% | -0.7% | +4.3% | +3.3% |
| 1Y | -5.7% | +2.1% | -7.8% | -6.3% |
| 3Y | +1.6% | +48.7% | -47.1% | -3.3% |
| 5Y | +14.6% | +151.2% | -136.6% | +0.8% |
| All | +116.1% | +1,251.7% | -1,135.5% | +65.5% |
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