+2,521.4%
PWR vs LPLA
+1,251.7%
+1,269.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.3% | +4.4% |
| 7D | +4.2% | -1.5% | +5.7% | +4.8% |
| 30D | -4.0% | -6.0% | +2.0% | -1.9% |
| 3M | -4.8% | +24.0% | -28.8% | -13.0% |
| 6M | +14.6% | +17.0% | -2.4% | +6.2% |
| YTD | +54.2% | -0.7% | +54.9% | +51.1% |
| 1Y | +67.1% | +2.1% | +65.0% | +60.8% |
| 3Y | +218.5% | +48.7% | +169.8% | +154.6% |
| 5Y | +466.3% | +151.2% | +315.0% | +242.3% |
| All | +2,521.4% | +1,251.7% | +1,269.8% | +776.7% |
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