+58.1%
PPL vs LPLA
+38.6%
+19.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.8% |
| 7D | +1.0% | +7.6% | -6.6% | +1.1% |
| 30D | +6.8% | -9.5% | +16.3% | +6.7% |
| 3M | +3.9% | -16.3% | +20.2% | +3.7% |
| 6M | -2.0% | -8.0% | +5.9% | -2.1% |
| YTD | +5.3% | -15.5% | +20.8% | +5.3% |
| 1Y | +2.2% | -19.4% | +21.6% | +2.2% |
| All | +58.1% | +38.6% | +19.5% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling