+415.3%
PR vs LPLA
+145.4%
+269.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +2.9% | -3.1% | +6.0% | +4.2% |
| 30D | +18.0% | -0.1% | +18.1% | +17.8% |
| 3M | +16.9% | +23.2% | -6.4% | +5.6% |
| 6M | +28.2% | +15.5% | +12.7% | +18.1% |
| YTD | +69.3% | +0.9% | +68.4% | +64.6% |
| 1Y | +69.5% | +0.2% | +69.3% | +63.9% |
| 3Y | +81.7% | +55.2% | +26.5% | +37.4% |
| All | +415.3% | +145.4% | +269.8% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling