+10.4%
AA vs LPLA
-19.0%
+29.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.9% |
| 7D | +1.1% | -3.2% | +4.3% | +1.5% |
| 30D | -1.3% | -8.6% | +7.4% | -0.3% |
| 3M | -23.9% | -18.7% | -5.2% | -22.1% |
| 6M | -36.8% | +4.5% | -41.4% | -37.7% |
| YTD | -22.2% | -15.3% | -6.9% | -17.9% |
| 1Y | +10.4% | -19.9% | +30.2% | +22.4% |
| All | +10.4% | -19.0% | +29.4% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling