+580.4%
PM vs LPLA
+1,099.8%
-519.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -2.9% |
| 7D | -7.3% | +2.3% | -9.6% | -7.6% |
| 30D | -4.0% | -7.7% | +3.7% | -3.2% |
| 3M | +2.7% | -15.7% | +18.4% | +4.9% |
| 6M | +14.9% | +0.8% | +14.0% | +13.8% |
| YTD | +23.5% | -14.2% | +37.8% | +24.8% |
| 1Y | +30.4% | -17.9% | +48.3% | +32.5% |
| 3Y | +143.2% | +36.1% | +107.1% | +122.2% |
| 5Y | +159.5% | +90.3% | +69.1% | +117.8% |
| 10Y | +234.7% | +841.0% | -606.3% | +112.1% |
| All | +580.4% | +1,099.8% | -519.4% | +287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling