+1,735.1%
PLTR vs LPLA
+385.2%
+1,349.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -6.4% | -3.1% | -3.4% | -5.2% |
| 30D | +10.0% | -0.1% | +10.1% | +10.1% |
| 3M | +23.0% | +23.2% | -0.2% | +12.8% |
| 6M | +13.8% | +15.5% | -1.7% | +5.9% |
| YTD | -1.9% | +0.9% | -2.8% | -3.9% |
| 1Y | +11.6% | +0.2% | +11.5% | +9.5% |
| 3Y | +1,048.4% | +55.2% | +993.2% | +860.1% |
| 5Y | +554.4% | +145.4% | +409.0% | +368.9% |
| All | +1,735.1% | +385.2% | +1,349.8% | +1,378.6% |
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 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