+207.5%
PPL vs LPLA
+1,081.7%
-874.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.2% |
| 7D | +1.0% | +7.6% | -6.6% | 0.0% |
| 30D | +6.8% | -9.5% | +16.3% | +7.9% |
| 3M | +3.9% | -16.3% | +20.2% | +5.9% |
| 6M | -2.0% | -8.0% | +5.9% | -1.6% |
| YTD | +5.3% | -15.5% | +20.8% | +6.5% |
| 1Y | +2.2% | -19.4% | +21.6% | +3.9% |
| 3Y | +56.7% | +39.7% | +17.0% | +44.1% |
| 5Y | +49.1% | +83.0% | -33.9% | +28.0% |
| 10Y | +63.6% | +933.4% | -869.8% | +10.5% |
| All | +207.5% | +1,081.7% | -874.2% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling