+117.4%
PM vs LPLA
+145.4%
-28.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -4.9% | -3.1% | -1.8% | -4.7% |
| 30D | -3.4% | -0.1% | -3.3% | -3.4% |
| 3M | +5.2% | +23.2% | -18.1% | +3.4% |
| 6M | +3.7% | +15.5% | -11.8% | +2.4% |
| YTD | +15.8% | +0.9% | +14.9% | +15.3% |
| 1Y | +17.4% | +0.2% | +17.2% | +16.8% |
| 3Y | +116.9% | +55.2% | +61.7% | +102.5% |
| All | +117.4% | +145.4% | -28.0% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling