+15.0%
AA vs LPLA
+150.0%
-135.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.7% | -3.1% | +2.4% | +0.6% |
| 30D | +5.0% | -0.1% | +5.1% | +4.8% |
| 3M | -35.8% | +23.2% | -59.1% | -42.2% |
| 6M | -18.4% | +15.5% | -33.9% | -25.3% |
| YTD | -5.5% | +0.9% | -6.4% | -7.9% |
| 1Y | +61.0% | +0.2% | +60.8% | +56.2% |
| 3Y | +66.2% | +55.2% | +11.0% | +24.2% |
| All | +15.0% | +150.0% | -135.0% | -38.8% |
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 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