+249.9%
PLD vs LPLA
+1,198.0%
-948.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -0.7% | -1.5% | +0.9% | -0.4% |
| 30D | -2.2% | -6.0% | +3.7% | -1.0% |
| 3M | -7.4% | +21.4% | -28.7% | -11.3% |
| 6M | +1.9% | +12.1% | -10.2% | -1.1% |
| YTD | +7.9% | -1.8% | +9.7% | +7.1% |
| 1Y | +25.1% | +3.2% | +21.9% | +22.4% |
| 3Y | +21.9% | +45.9% | -24.1% | +7.8% |
| 5Y | +16.3% | +144.7% | -128.3% | -12.6% |
| 10Y | +249.9% | +1,222.4% | -972.6% | +98.3% |
| All | +249.9% | +1,198.0% | -948.1% | +98.3% |
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