+96.9%
PRU vs LPLA
+784.1%
-687.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.9% |
| 7D | -2.8% | -3.2% | +0.3% | -1.2% |
| 30D | +8.5% | -8.6% | +17.1% | +12.6% |
| 3M | +1.7% | -18.7% | +20.4% | +11.7% |
| 6M | +24.8% | +4.5% | +20.2% | +18.9% |
| YTD | +13.3% | -15.3% | +28.6% | +18.4% |
| 1Y | +21.4% | -19.9% | +41.3% | +30.4% |
| 3Y | +54.8% | +33.4% | +21.4% | +16.7% |
| 5Y | +42.4% | +87.4% | -45.0% | -19.1% |
| All | +96.9% | +784.1% | -687.1% | -50.7% |
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