+39.4%
PPL vs LPLA
+145.4%
-106.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.7% | -3.1% | +5.7% | +2.8% |
| 30D | +0.5% | -0.1% | +0.5% | +0.4% |
| 3M | +0.7% | +23.2% | -22.6% | -0.3% |
| 6M | -7.6% | +15.5% | -23.1% | -8.3% |
| YTD | +1.8% | +0.9% | +0.9% | +1.6% |
| 1Y | -0.8% | +0.2% | -0.9% | -1.0% |
| 3Y | +56.9% | +55.2% | +1.6% | +50.8% |
| All | +39.4% | +145.4% | -106.0% | +25.4% |
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 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