+451.9%
PWR vs LPLA
+145.5%
+306.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.7% | -1.5% | +4.2% | +3.1% |
| 30D | -5.1% | -6.0% | +0.8% | -3.5% |
| 3M | -9.4% | +21.4% | -30.7% | -15.2% |
| 6M | +10.4% | +12.1% | -1.7% | +5.4% |
| YTD | +48.6% | -1.8% | +50.5% | +47.1% |
| 1Y | +68.0% | +3.2% | +64.8% | +62.6% |
| 3Y | +204.7% | +45.9% | +158.8% | +156.9% |
| 5Y | +451.9% | +144.7% | +307.3% | +257.9% |
| All | +451.9% | +145.5% | +306.4% | +257.9% |
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