+142.5%
PH vs LPLA
+54.7%
+87.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.1% | -3.1% | 0.0% | -2.1% |
| 30D | -3.2% | -0.1% | -3.2% | -3.3% |
| 3M | +10.6% | +23.2% | -12.6% | +3.1% |
| 6M | -2.1% | +15.5% | -17.7% | -7.3% |
| YTD | +10.2% | +0.9% | +9.3% | +8.5% |
| 1Y | +28.2% | +0.2% | +28.1% | +25.8% |
| All | +142.5% | +54.7% | +87.8% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling