+83.0%
PL vs LPLA
+145.9%
-62.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.1% |
| 7D | -9.3% | -3.1% | -6.2% | -8.1% |
| 30D | -18.9% | -0.1% | -18.8% | -19.1% |
| 3M | -58.4% | +23.2% | -81.6% | -62.5% |
| 6M | -30.3% | +15.5% | -45.8% | -36.4% |
| YTD | -8.1% | +0.9% | -9.0% | -10.2% |
| 1Y | +180.5% | +0.2% | +180.3% | +174.5% |
| 3Y | +444.1% | +55.2% | +388.9% | +335.8% |
| 5Y | +83.0% | +145.4% | -62.4% | +19.9% |
| All | +83.0% | +145.9% | -62.9% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling