+1,645.9%
PLTR vs LPLA
+368.9%
+1,277.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -9.1% | -3.7% | -5.5% | -7.8% |
| 30D | -5.2% | -6.4% | +1.2% | -2.7% |
| 3M | +27.4% | +20.2% | +7.2% | +17.9% |
| 6M | +9.7% | +12.8% | -3.1% | +3.0% |
| YTD | -6.7% | -2.5% | -4.2% | -7.3% |
| 1Y | -0.5% | +1.9% | -2.5% | -3.1% |
| 3Y | +996.2% | +45.0% | +951.3% | +839.9% |
| 5Y | +531.1% | +146.6% | +384.5% | +359.0% |
| All | +1,645.9% | +368.9% | +1,277.0% | +1,325.6% |
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