+215.2%
PODD vs LPLA
+1,251.7%
-1,036.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.5% |
| 7D | -10.5% | -1.5% | -9.0% | -10.2% |
| 30D | -9.0% | -6.0% | -3.0% | -7.6% |
| 3M | -11.5% | +24.0% | -35.6% | -16.8% |
| 6M | -44.7% | +17.0% | -61.7% | -47.5% |
| YTD | -53.6% | -0.7% | -52.9% | -54.1% |
| 1Y | -61.0% | +2.1% | -63.1% | -61.9% |
| 3Y | -24.7% | +48.7% | -73.4% | -35.0% |
| 5Y | -55.5% | +151.2% | -206.7% | -67.8% |
| All | +215.2% | +1,251.7% | -1,036.4% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling