+1,668.3%
PLTR vs LPLA
+295.3%
+1,373.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +4.7% | -0.9% | +5.7% | +5.1% |
| 30D | -16.4% | -9.5% | -6.9% | -13.9% |
| 3M | -6.2% | -21.9% | +15.7% | +1.9% |
| 6M | +29.2% | -2.6% | +31.8% | +27.7% |
| YTD | -5.5% | -17.8% | +12.3% | -1.1% |
| 1Y | -2.4% | -21.2% | +18.8% | +4.1% |
| 3Y | +752.3% | +30.6% | +721.7% | +651.8% |
| 5Y | +635.8% | +81.3% | +554.5% | +463.6% |
| All | +1,668.3% | +295.3% | +1,373.0% | +1,421.6% |
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