+146.0%
PM vs LPLA
+36.1%
+109.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.8% |
| 7D | -5.2% | +4.1% | -9.4% | -5.2% |
| 30D | +2.7% | -9.0% | +11.7% | +2.7% |
| 3M | +6.1% | -17.6% | +23.8% | +6.1% |
| 6M | +18.0% | -8.8% | +26.8% | +18.0% |
| YTD | +26.6% | -17.0% | +43.6% | +26.5% |
| 1Y | +36.7% | -20.4% | +57.1% | +36.7% |
| 3Y | +146.0% | +35.4% | +110.6% | +145.9% |
| All | +146.0% | +36.1% | +109.9% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling