+2.7%
PTC vs LPLA
+143.6%
-141.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -4.8% |
| 7D | -12.8% | -2.1% | -10.7% | -12.3% |
| 30D | -9.8% | -3.3% | -6.4% | -9.0% |
| 3M | -2.1% | +23.5% | -25.6% | -7.4% |
| 6M | -18.1% | +12.0% | -30.1% | -21.0% |
| YTD | -23.5% | -1.7% | -21.8% | -24.0% |
| 1Y | -37.4% | +3.2% | -40.6% | -38.8% |
| 3Y | -7.2% | +46.2% | -53.4% | -19.4% |
| 5Y | +2.7% | +144.9% | -142.2% | -30.1% |
| All | +2.7% | +143.6% | -141.0% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling