+597.1%
PM vs LPLA
+1,060.6%
-463.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | -5.2% | +4.1% | -9.4% | -5.8% |
| 30D | +2.7% | -9.0% | +11.7% | +3.9% |
| 3M | +6.1% | -17.6% | +23.8% | +8.7% |
| 6M | +18.0% | -8.8% | +26.8% | +18.7% |
| YTD | +26.6% | -17.0% | +43.6% | +28.5% |
| 1Y | +36.7% | -20.4% | +57.1% | +39.6% |
| 3Y | +146.0% | +35.4% | +110.6% | +124.7% |
| 5Y | +164.1% | +79.7% | +84.3% | +123.7% |
| 10Y | +238.8% | +915.0% | -676.1% | +113.0% |
| All | +597.1% | +1,060.6% | -463.5% | +299.4% |
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