+198.6%
PM vs LPLA
+1,194.2%
-995.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.6% |
| 7D | -1.3% | -2.1% | +0.8% | -1.0% |
| 30D | -2.6% | -3.3% | +0.8% | -2.1% |
| 3M | +5.8% | +23.5% | -17.7% | +1.9% |
| 6M | +10.6% | +12.0% | -1.4% | +7.9% |
| YTD | +17.2% | -1.7% | +18.8% | +16.4% |
| 1Y | +17.6% | +3.2% | +14.4% | +15.5% |
| 3Y | +124.3% | +46.2% | +78.0% | +100.8% |
| 5Y | +125.1% | +144.9% | -19.8% | +73.5% |
| 10Y | +198.6% | +1,195.1% | -996.5% | +80.6% |
| All | +198.6% | +1,194.2% | -995.6% | +80.6% |
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