+56.3%
PRU vs LPLA
+29.4%
+27.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +3.6% | -0.9% | +4.5% | +3.9% |
| 30D | +8.9% | -9.5% | +18.4% | +11.4% |
| 3M | +0.2% | -21.9% | +22.0% | +6.7% |
| 6M | +23.7% | -2.6% | +26.4% | +23.3% |
| YTD | +13.7% | -17.8% | +31.6% | +17.9% |
| 1Y | +20.6% | -21.2% | +41.8% | +26.7% |
| 3Y | +56.3% | +30.6% | +25.7% | +42.7% |
| All | +56.3% | +29.4% | +27.0% | +42.7% |
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 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