+60.2%
PPL vs LPLA
+902.8%
-842.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | +0.4% | +4.1% | -3.7% | -0.2% |
| 30D | +5.4% | -9.0% | +14.5% | +6.7% |
| 3M | +4.3% | -17.6% | +21.9% | +6.9% |
| 6M | -1.3% | -8.8% | +7.5% | -0.7% |
| YTD | +4.7% | -17.0% | +21.7% | +6.4% |
| 1Y | +1.3% | -20.4% | +21.7% | +3.5% |
| 3Y | +57.2% | +35.4% | +21.8% | +41.8% |
| 5Y | +48.2% | +79.7% | -31.5% | +20.8% |
| All | +60.2% | +902.8% | -842.6% | +11.6% |
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