+317.2%
PTC vs LPLA
+892.4%
-575.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | -0.7% |
| 7D | +0.8% | +2.3% | -1.5% | 0.0% |
| 30D | +0.7% | -7.7% | +8.4% | +2.7% |
| 3M | +32.6% | -15.7% | +48.3% | +39.2% |
| 6M | +33.6% | +0.8% | +32.7% | +31.6% |
| YTD | +12.4% | -14.2% | +26.7% | +15.7% |
| 1Y | +11.2% | -17.9% | +29.1% | +16.0% |
| 3Y | +31.7% | +36.1% | -4.4% | +10.9% |
| 5Y | +60.1% | +90.3% | -30.3% | +13.0% |
| 10Y | +317.2% | +841.0% | -523.8% | +83.5% |
| All | +317.2% | +892.4% | -575.3% | +83.5% |
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