+662.9%
PHM vs LPLA
+757.5%
-94.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.2% |
| 7D | -6.1% | -2.8% | -3.3% | -5.4% |
| 30D | +13.7% | -10.2% | +23.9% | +16.8% |
| 3M | -1.5% | -22.3% | +20.7% | +5.1% |
| 6M | +11.3% | -0.5% | +11.7% | +9.9% |
| YTD | +8.9% | -17.9% | +26.8% | +12.8% |
| 1Y | +6.1% | -22.0% | +28.1% | +11.5% |
| 3Y | +57.7% | +29.4% | +28.3% | +32.5% |
| 5Y | +159.0% | +81.2% | +77.7% | +77.5% |
| All | +662.9% | +757.5% | -94.7% | +197.1% |
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