+695.9%
PH vs LPLA
+758.1%
-62.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +4.3% | -0.9% | +5.3% | +4.8% |
| 30D | +0.1% | -9.5% | +9.6% | +3.7% |
| 3M | -9.4% | -21.9% | +12.5% | +0.3% |
| 6M | +8.8% | -2.6% | +11.4% | +7.3% |
| YTD | +9.6% | -17.8% | +27.4% | +15.4% |
| 1Y | +14.4% | -21.2% | +35.6% | +22.8% |
| 3Y | +134.5% | +30.6% | +103.9% | +84.4% |
| 5Y | +204.4% | +81.3% | +123.1% | +85.6% |
| All | +695.9% | +758.1% | -62.2% | +125.6% |
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