+330.4%
PODD vs LPLA
+757.5%
-427.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.3% |
| 7D | -4.4% | -2.8% | -1.6% | -3.7% |
| 30D | +8.1% | -10.2% | +18.2% | +10.7% |
| 3M | +2.9% | -22.3% | +25.2% | +9.2% |
| 6M | -5.7% | -0.5% | -5.3% | -6.7% |
| YTD | -47.5% | -17.9% | -29.6% | -45.8% |
| 1Y | -55.7% | -22.0% | -33.6% | -53.6% |
| 3Y | -3.7% | +29.4% | -33.1% | -14.3% |
| 5Y | -52.6% | +81.2% | -133.8% | -62.8% |
| All | +330.4% | +757.5% | -427.2% | +147.4% |
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 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