+324.6%
ACGL vs LPLA
+797.0%
-472.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.8% |
| 7D | -1.4% | -3.2% | +1.8% | -0.3% |
| 30D | +12.4% | -8.6% | +21.0% | +15.0% |
| 3M | +11.1% | -18.7% | +29.8% | +17.9% |
| 6M | +16.3% | +4.5% | +11.8% | +12.5% |
| YTD | +13.8% | -15.3% | +29.1% | +16.7% |
| 1Y | +20.4% | -19.9% | +40.3% | +25.7% |
| 3Y | +33.6% | +33.4% | +0.2% | +8.2% |
| 5Y | +176.8% | +87.4% | +89.4% | +83.6% |
| 10Y | +324.6% | +800.4% | -475.8% | +67.0% |
| All | +324.6% | +797.0% | -472.4% | +67.0% |
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