+48.5%
PRU vs LPLA
+145.4%
-96.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.8% |
| 7D | +1.9% | -3.1% | +4.9% | +3.0% |
| 30D | +2.7% | -0.1% | +2.8% | +2.7% |
| 3M | +19.5% | +23.2% | -3.8% | +10.0% |
| 6M | +26.6% | +15.5% | +11.1% | +18.7% |
| YTD | +12.3% | +0.9% | +11.5% | +10.0% |
| 1Y | +18.0% | +0.2% | +17.9% | +15.1% |
| 3Y | +47.0% | +55.2% | -8.2% | +14.9% |
| All | +48.5% | +145.4% | -96.9% | -18.1% |
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