+69.9%
PR vs LPLA
+38.6%
+31.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -3.9% |
| 7D | -16.5% | +7.6% | -24.2% | -18.5% |
| 30D | -4.5% | -9.5% | +5.0% | -2.3% |
| 3M | +8.5% | -16.3% | +24.9% | +13.6% |
| 6M | -3.3% | -8.0% | +4.6% | -2.5% |
| YTD | +55.7% | -15.5% | +71.2% | +60.3% |
| 1Y | +82.0% | -19.4% | +101.4% | +90.8% |
| All | +69.9% | +38.6% | +31.3% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling