+621.9%
PLD vs LPLA
+1,060.6%
-438.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | -0.8% | +4.1% | -4.9% | -1.7% |
| 30D | -0.3% | -9.0% | +8.8% | +1.4% |
| 3M | -8.0% | -17.6% | +9.6% | -4.6% |
| 6M | -9.8% | -8.8% | -1.0% | -8.8% |
| YTD | +1.8% | -17.0% | +18.8% | +4.2% |
| 1Y | +5.6% | -20.4% | +26.0% | +9.1% |
| 3Y | +33.3% | +35.4% | -2.2% | +18.4% |
| 5Y | +0.3% | +79.7% | -79.5% | -19.5% |
| 10Y | +241.6% | +915.0% | -673.3% | +68.8% |
| All | +621.9% | +1,060.6% | -438.7% | +182.4% |
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