+79.3%
PR vs LPLA
+54.7%
+24.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +2.9% | -3.1% | +6.0% | +3.9% |
| 30D | +18.0% | -0.1% | +18.1% | +17.9% |
| 3M | +16.9% | +23.2% | -6.4% | +8.3% |
| 6M | +28.2% | +15.5% | +12.7% | +20.6% |
| YTD | +69.3% | +0.9% | +68.4% | +66.4% |
| 1Y | +69.5% | +0.2% | +69.3% | +66.0% |
| All | +79.3% | +54.7% | +24.7% | +57.1% |
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 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