+250.9%
PM vs LPLA
+824.7%
-573.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -6.6% | +3.6% | -10.3% | -7.2% |
| 30D | -3.4% | -6.8% | +3.3% | -2.6% |
| 3M | +5.3% | -17.0% | +22.4% | +8.1% |
| 6M | +15.5% | +1.8% | +13.7% | +14.1% |
| YTD | +24.3% | -13.4% | +37.6% | +25.5% |
| 1Y | +29.7% | -17.5% | +47.2% | +32.0% |
| 3Y | +144.9% | +36.5% | +108.5% | +119.2% |
| 5Y | +159.0% | +92.6% | +66.4% | +106.5% |
| 10Y | +250.9% | +809.2% | -558.3% | +110.3% |
| All | +250.9% | +824.7% | -573.8% | +110.3% |
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