+223.8%
PR vs LPLA
+83.0%
+140.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | -16.4% | +4.1% | -20.6% | -18.0% |
| 30D | -1.9% | -9.0% | +7.1% | +0.7% |
| 3M | +8.0% | -17.6% | +25.6% | +15.0% |
| 6M | +4.1% | -8.8% | +12.9% | +5.3% |
| YTD | +58.7% | -17.0% | +75.7% | +64.9% |
| 1Y | +75.8% | -20.4% | +96.2% | +86.0% |
| 3Y | +73.2% | +35.4% | +37.7% | +37.6% |
| All | +223.8% | +83.0% | +140.8% | +99.1% |
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 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