+51.4%
PYPL vs LPLA
+795.7%
-744.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +2.7% | -3.1% | +5.7% | +3.6% |
| 30D | -4.9% | -0.1% | -4.8% | -5.1% |
| 3M | +28.9% | +23.2% | +5.7% | +20.5% |
| 6M | +18.2% | +15.5% | +2.7% | +12.2% |
| YTD | -5.0% | +0.9% | -5.9% | -6.8% |
| 1Y | -18.8% | +0.2% | -19.0% | -20.5% |
| 3Y | -12.6% | +55.2% | -67.8% | -26.8% |
| 5Y | -80.8% | +145.4% | -226.2% | -86.3% |
| 10Y | +49.9% | +1,229.7% | -1,179.7% | -29.3% |
| All | +51.4% | +795.7% | -744.3% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling