+631.0%
PLD vs LPLA
+1,049.0%
-418.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.5% |
| 7D | 0.0% | -2.8% | +2.8% | +0.6% |
| 30D | -3.7% | -10.2% | +6.4% | -1.8% |
| 3M | -7.9% | -22.3% | +14.3% | -3.3% |
| 6M | -9.2% | -0.5% | -8.7% | -9.9% |
| YTD | +3.1% | -17.9% | +20.9% | +5.8% |
| 1Y | +6.2% | -22.0% | +28.2% | +10.2% |
| 3Y | +35.4% | +29.4% | +6.0% | +21.6% |
| 5Y | +0.1% | +81.2% | -81.1% | -19.8% |
| 10Y | +268.0% | +773.4% | -505.4% | +88.7% |
| All | +631.0% | +1,049.0% | -418.1% | +186.5% |
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