+82.2%
PR vs LPLA
+756.7%
-674.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +3.7% |
| 7D | +6.7% | -2.9% | +9.6% | +8.2% |
| 30D | -6.1% | -10.2% | +4.1% | -2.3% |
| 3M | +6.9% | -22.3% | +29.2% | +19.9% |
| 6M | +14.6% | -0.6% | +15.2% | +10.2% |
| YTD | +66.1% | -17.9% | +84.1% | +74.3% |
| 1Y | +77.0% | -22.1% | +99.1% | +91.1% |
| 3Y | +93.8% | +29.3% | +64.6% | +45.1% |
| 5Y | +268.2% | +81.0% | +187.2% | +106.6% |
| All | +82.2% | +756.7% | -674.4% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling