+11.1%
PL vs LPLA
+79.1%
-68.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.4% | -6.7% | -8.6% |
| 7D | -20.5% | +7.6% | -28.2% | -23.4% |
| 30D | -38.8% | -9.5% | -29.3% | -36.5% |
| 3M | -49.1% | -16.3% | -32.8% | -45.5% |
| 6M | -69.4% | -8.0% | -61.4% | -69.1% |
| YTD | -42.3% | -15.5% | -26.8% | -39.6% |
| 1Y | -14.2% | -19.4% | +5.2% | -7.7% |
| 3Y | +398.7% | +39.7% | +359.0% | +300.4% |
| 5Y | +11.1% | +83.0% | -71.9% | -33.1% |
| All | +11.1% | +79.1% | -68.0% | -33.1% |
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 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