-23.1%
PPG vs LPLA
+147.5%
-170.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | 0.0% |
| 7D | -6.2% | -1.5% | -4.7% | -5.9% |
| 30D | -7.9% | -6.0% | -1.9% | -6.7% |
| 3M | -10.2% | +24.0% | -34.3% | -14.5% |
| 6M | +2.7% | +17.0% | -14.3% | -1.4% |
| YTD | +4.9% | -0.7% | +5.6% | +4.1% |
| 1Y | -3.2% | +2.1% | -5.3% | -4.9% |
| 3Y | -17.0% | +48.7% | -65.7% | -27.6% |
| All | -23.1% | +147.5% | -170.6% | -47.0% |
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