+58.1%
PPL vs LPLA
+36.3%
+21.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | 0.0% | +3.6% | -3.6% | 0.0% |
| 30D | +4.3% | -6.8% | +11.1% | +4.2% |
| 3M | +2.9% | -17.0% | +20.0% | +2.8% |
| 6M | +1.1% | +1.8% | -0.7% | +1.1% |
| YTD | +4.5% | -13.4% | +17.8% | +4.5% |
| 1Y | +0.1% | -17.5% | +17.6% | +0.2% |
| All | +58.1% | +36.3% | +21.8% | +64.2% |
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