-66.0%
AAL vs LPLA
+797.0%
-863.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +1.3% |
| 7D | +3.4% | -3.2% | +6.6% | +5.6% |
| 30D | +11.7% | -8.6% | +20.4% | +16.9% |
| 3M | -7.8% | -18.7% | +10.9% | +3.0% |
| 6M | +10.2% | +4.5% | +5.7% | +3.7% |
| YTD | -8.0% | -15.3% | +7.3% | -3.2% |
| 1Y | +8.5% | -19.9% | +28.4% | +18.1% |
| 3Y | +19.5% | +33.4% | -13.9% | -13.3% |
| 5Y | -33.9% | +87.4% | -121.3% | -65.0% |
| 10Y | -66.0% | +800.4% | -866.4% | -92.5% |
| All | -66.0% | +797.0% | -863.0% | -92.5% |
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