+44.1%
PL vs LPLA
+111.1%
-67.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +5.6% | +3.6% | +2.0% | +4.0% |
| 30D | -16.9% | -6.8% | -10.2% | -15.0% |
| 3M | -38.2% | -17.0% | -21.2% | -33.7% |
| 6M | -63.4% | +1.8% | -65.3% | -64.9% |
| YTD | -27.6% | -13.4% | -14.3% | -25.2% |
| 1Y | +6.6% | -17.5% | +24.1% | +13.1% |
| 3Y | +557.6% | +36.5% | +521.1% | +451.2% |
| 5Y | +39.5% | +92.6% | -53.2% | -3.2% |
| All | +44.1% | +111.1% | -67.0% | -0.2% |
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 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