+777.8%
PLTR vs LPLA
+33.1%
+744.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.1% |
| 7D | -12.9% | +4.1% | -17.0% | -14.3% |
| 30D | -17.4% | -9.0% | -8.4% | -14.9% |
| 3M | +2.9% | -17.6% | +20.5% | +10.1% |
| 6M | +19.9% | -8.8% | +28.7% | +21.7% |
| YTD | -9.8% | -17.0% | +7.3% | -5.1% |
| 1Y | -8.4% | -20.4% | +12.0% | -1.4% |
| All | +777.8% | +33.1% | +744.7% | +758.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling