+84.5%
PR vs LPLA
+758.1%
-673.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +6.0% | -0.9% | +6.9% | +6.3% |
| 30D | -4.2% | -9.5% | +5.3% | -0.7% |
| 3M | +10.0% | -21.9% | +31.8% | +22.9% |
| 6M | +15.6% | -2.6% | +18.2% | +12.5% |
| YTD | +68.2% | -17.8% | +86.0% | +76.3% |
| 1Y | +79.2% | -21.2% | +100.4% | +92.1% |
| 3Y | +94.9% | +30.6% | +64.3% | +44.9% |
| 5Y | +272.8% | +81.3% | +191.4% | +109.0% |
| All | +84.5% | +758.1% | -673.6% | -32.7% |
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