+17.6%
PM vs LPLA
+4.5%
+13.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.1% |
| 7D | -1.3% | -2.1% | +0.8% | -1.4% |
| 30D | -2.6% | -3.3% | +0.8% | -2.7% |
| 3M | +5.8% | +23.5% | -17.7% | +6.7% |
| 6M | +10.6% | +12.0% | -1.4% | +10.9% |
| YTD | +17.2% | -1.7% | +18.8% | +17.0% |
| 1Y | +17.6% | +3.2% | +14.4% | +18.1% |
| All | +17.6% | +4.5% | +13.1% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling