+154.7%
PHM vs LPLA
+142.4%
+12.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | -6.4% | -3.7% | -2.7% | -6.0% |
| 30D | -12.1% | -6.4% | -5.7% | -11.5% |
| 3M | -1.5% | +20.2% | -21.7% | -3.5% |
| 6M | -6.0% | +12.8% | -18.9% | -7.3% |
| YTD | -0.3% | -2.5% | +2.2% | -0.4% |
| 1Y | -13.3% | +1.9% | -15.3% | -13.9% |
| 3Y | +47.6% | +45.0% | +2.6% | +36.7% |
| 5Y | +154.7% | +146.6% | +8.1% | +82.7% |
| All | +154.7% | +142.4% | +12.3% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling