+358.2%
PSX vs LPLA
+756.7%
-398.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.9% |
| 7D | +6.4% | -2.9% | +9.3% | +7.6% |
| 30D | -10.2% | -10.2% | +0.1% | -7.2% |
| 3M | +17.2% | -22.3% | +39.5% | +28.4% |
| 6M | +51.8% | -0.6% | +52.3% | +47.7% |
| YTD | +108.0% | -17.9% | +125.9% | +116.5% |
| 1Y | +96.1% | -22.1% | +118.2% | +109.0% |
| 3Y | +155.9% | +29.3% | +126.6% | +103.9% |
| 5Y | +306.9% | +81.0% | +225.9% | +153.7% |
| All | +358.2% | +756.7% | -398.5% | +48.4% |
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