-45.3%
ACHR vs LPLA
+246.6%
-291.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -5.4% | -3.7% | -1.7% | -3.8% |
| 30D | -19.7% | -6.4% | -13.4% | -17.4% |
| 3M | +7.9% | +20.2% | -12.3% | -1.5% |
| 6M | -13.8% | +12.8% | -26.6% | -19.6% |
| YTD | -27.5% | -2.5% | -25.0% | -27.5% |
| 1Y | -33.9% | +1.9% | -35.9% | -35.4% |
| 3Y | -20.0% | +45.0% | -64.9% | -32.7% |
| 5Y | -44.0% | +146.6% | -190.6% | -62.6% |
| All | -45.3% | +246.6% | -291.9% | -67.5% |
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