+63.8%
PYPL vs LPLA
+651.9%
-588.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.8% |
| 7D | -1.2% | -3.2% | +2.0% | -0.3% |
| 30D | +6.1% | -8.6% | +14.8% | +8.3% |
| 3M | +1.1% | -18.7% | +19.7% | +6.5% |
| 6M | +32.7% | +4.5% | +28.2% | +29.1% |
| YTD | +2.8% | -15.3% | +18.1% | +5.4% |
| 1Y | -10.8% | -19.9% | +9.1% | -7.0% |
| 3Y | +9.8% | +33.4% | -23.6% | -4.6% |
| 5Y | -70.2% | +87.4% | -157.6% | -77.3% |
| 10Y | +50.1% | +800.4% | -750.4% | -23.7% |
| All | +63.8% | +651.9% | -588.0% | -5.8% |
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