+272.2%
PLD vs LPLA
+797.0%
-524.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.4% |
| 7D | -1.0% | -3.2% | +2.2% | -0.3% |
| 30D | -1.8% | -8.6% | +6.8% | -0.3% |
| 3M | -6.0% | -18.7% | +12.6% | -2.3% |
| 6M | -8.4% | +4.5% | -12.9% | -10.1% |
| YTD | +4.2% | -15.3% | +19.6% | +6.3% |
| 1Y | +6.2% | -19.9% | +26.1% | +9.5% |
| 3Y | +37.0% | +33.4% | +3.6% | +22.0% |
| 5Y | +1.2% | +87.4% | -86.2% | -20.4% |
| 10Y | +272.2% | +800.4% | -528.2% | +101.2% |
| All | +272.2% | +797.0% | -524.8% | +101.2% |
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