+463.0%
PSA vs LPLA
+1,311.2%
-848.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.7% | -3.1% | -0.6% | -3.3% |
| 30D | -7.7% | -0.1% | -7.7% | -7.7% |
| 3M | -0.6% | +23.2% | -23.8% | -3.0% |
| 6M | -0.9% | +15.5% | -16.5% | -2.8% |
| YTD | +18.7% | +0.9% | +17.8% | +18.0% |
| 1Y | +7.6% | +0.2% | +7.5% | +6.9% |
| 3Y | +23.7% | +55.2% | -31.6% | +14.5% |
| 5Y | +13.7% | +145.4% | -131.8% | -2.9% |
| 10Y | +98.9% | +1,229.7% | -1,130.8% | +26.7% |
| All | +463.0% | +1,311.2% | -848.2% | +211.1% |
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 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