+330.6%
ACGL vs LPLA
+892.4%
-561.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | -0.3% |
| 7D | -1.1% | +2.3% | -3.4% | -1.9% |
| 30D | +13.1% | -7.7% | +20.8% | +15.4% |
| 3M | +9.8% | -15.7% | +25.5% | +15.1% |
| 6M | +15.3% | +0.8% | +14.4% | +12.9% |
| YTD | +12.7% | -14.2% | +26.9% | +15.1% |
| 1Y | +20.7% | -17.9% | +38.6% | +24.9% |
| 3Y | +34.3% | +36.1% | -1.8% | +8.0% |
| 5Y | +170.6% | +90.3% | +80.3% | +78.7% |
| 10Y | +330.6% | +841.0% | -510.4% | +69.1% |
| All | +330.6% | +892.4% | -561.9% | +69.1% |
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