+132.3%
AA vs LPLA
+1,198.0%
-1,065.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -0.6% | -1.5% | +0.9% | +0.2% |
| 30D | -1.6% | -6.0% | +4.4% | +1.7% |
| 3M | -29.8% | +21.4% | -51.2% | -38.4% |
| 6M | -16.6% | +12.1% | -28.7% | -24.7% |
| YTD | -4.0% | -1.8% | -2.2% | -6.7% |
| 1Y | +63.5% | +3.2% | +60.3% | +52.8% |
| 3Y | +86.8% | +45.9% | +40.8% | +32.1% |
| 5Y | +12.4% | +144.7% | -132.3% | -47.2% |
| 10Y | +132.3% | +1,222.4% | -1,090.1% | -47.7% |
| All | +132.3% | +1,198.0% | -1,065.7% | -47.7% |
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