+328.1%
PRU vs LPLA
+1,099.8%
-771.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +0.7% |
| 7D | +3.2% | +2.3% | +0.9% | +2.1% |
| 30D | +7.9% | -7.7% | +15.6% | +11.2% |
| 3M | +1.8% | -15.7% | +17.5% | +9.1% |
| 6M | +24.1% | +0.8% | +23.3% | +20.9% |
| YTD | +12.4% | -14.2% | +26.6% | +16.5% |
| 1Y | +20.9% | -17.9% | +38.8% | +27.8% |
| 3Y | +55.5% | +36.1% | +19.4% | +20.6% |
| 5Y | +42.7% | +90.3% | -47.7% | -11.9% |
| 10Y | +106.1% | +841.0% | -734.8% | -41.6% |
| All | +328.1% | +1,099.8% | -771.7% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling