+1,831.6%
PWR vs LPLA
+758.1%
+1,073.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +11.3% | -0.9% | +12.2% | +11.7% |
| 30D | -8.9% | -9.5% | +0.6% | -6.4% |
| 3M | -10.5% | -21.9% | +11.4% | -3.1% |
| 6M | -22.2% | -2.6% | -19.5% | -23.2% |
| YTD | +42.7% | -17.8% | +60.6% | +48.2% |
| 1Y | +41.1% | -21.2% | +62.3% | +49.1% |
| 3Y | +242.7% | +30.6% | +212.1% | +182.0% |
| 5Y | +418.5% | +81.3% | +337.2% | +251.3% |
| All | +1,831.6% | +758.1% | +1,073.5% | +580.1% |
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 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