+361.6%
PSX vs LPLA
+758.1%
-396.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +7.8% | -0.9% | +8.7% | +8.1% |
| 30D | -10.9% | -9.5% | -1.4% | -8.2% |
| 3M | +14.5% | -21.9% | +36.3% | +25.1% |
| 6M | +56.1% | -2.6% | +58.7% | +53.4% |
| YTD | +109.6% | -17.8% | +127.4% | +118.0% |
| 1Y | +95.5% | -21.2% | +116.7% | +107.2% |
| 3Y | +156.2% | +30.6% | +125.6% | +103.1% |
| 5Y | +310.0% | +81.3% | +228.7% | +155.5% |
| All | +361.6% | +758.1% | -396.4% | +49.4% |
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