+561.4%
PLTR vs LPLA
+83.0%
+478.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.2% |
| 7D | -12.9% | +4.1% | -17.0% | -14.5% |
| 30D | -17.4% | -9.0% | -8.4% | -14.7% |
| 3M | +2.9% | -17.6% | +20.5% | +10.5% |
| 6M | +19.9% | -8.8% | +28.7% | +21.6% |
| YTD | -9.8% | -17.0% | +7.3% | -5.3% |
| 1Y | -8.4% | -20.4% | +12.0% | -1.7% |
| 3Y | +765.0% | +35.4% | +729.6% | +616.1% |
| All | +561.4% | +83.0% | +478.3% | +303.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling