+49.3%
PPL vs LPLA
+81.7%
-32.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.9% |
| 7D | +1.0% | +7.6% | -6.6% | +0.7% |
| 30D | +6.8% | -9.5% | +16.3% | +7.2% |
| 3M | +3.9% | -16.3% | +20.2% | +4.5% |
| 6M | -2.0% | -8.0% | +5.9% | -1.9% |
| YTD | +5.3% | -15.5% | +20.8% | +5.7% |
| 1Y | +2.2% | -19.4% | +21.6% | +2.9% |
| 3Y | +56.7% | +39.7% | +17.0% | +50.8% |
| All | +49.3% | +81.7% | -32.3% | +37.0% |
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