-59.6%
ACHR vs LPLA
+192.2%
-251.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | -9.2% | -0.9% | -8.3% | -8.7% |
| 30D | -1.0% | -9.5% | +8.5% | +2.3% |
| 3M | -42.2% | -21.9% | -20.3% | -36.4% |
| 6M | -38.2% | -2.6% | -35.6% | -39.1% |
| YTD | -46.4% | -17.8% | -28.6% | -43.0% |
| 1Y | -49.4% | -21.2% | -28.2% | -45.0% |
| 3Y | -22.5% | +30.6% | -53.1% | -32.9% |
| 5Y | -29.8% | +81.3% | -111.1% | -48.7% |
| All | -59.6% | +192.2% | -251.8% | -74.5% |
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