+812.6%
PH vs LPLA
+1,198.0%
-385.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | 0.0% | -1.5% | +1.6% | +0.7% |
| 30D | -10.3% | -6.0% | -4.3% | -7.7% |
| 3M | +5.1% | +21.4% | -16.3% | -4.9% |
| 6M | +2.3% | +12.1% | -9.8% | -4.7% |
| YTD | +8.7% | -1.8% | +10.5% | +6.8% |
| 1Y | +26.8% | +3.2% | +23.6% | +20.3% |
| 3Y | +139.2% | +45.9% | +93.2% | +82.8% |
| 5Y | +251.1% | +144.7% | +106.5% | +87.7% |
| 10Y | +812.6% | +1,222.4% | -409.9% | +134.5% |
| All | +812.6% | +1,198.0% | -385.4% | +134.5% |
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