+32.6%
ACI vs LPLA
+310.6%
-278.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.2% |
| 7D | -5.3% | -3.2% | -2.1% | -5.1% |
| 30D | +5.0% | -8.6% | +13.7% | +5.5% |
| 3M | +7.5% | -18.7% | +26.2% | +8.7% |
| 6M | -16.0% | +4.5% | -20.6% | -16.3% |
| YTD | -20.6% | -15.3% | -5.3% | -20.1% |
| 1Y | -23.5% | -19.9% | -3.7% | -22.8% |
| 3Y | -32.1% | +33.4% | -65.5% | -33.4% |
| 5Y | -42.5% | +87.4% | -129.9% | -43.5% |
| All | +32.6% | +310.6% | -278.1% | +42.4% |
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