+106.0%
ADM vs LPLA
+824.7%
-718.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -1.8% | +3.6% | -5.5% | -2.7% |
| 30D | -13.3% | -6.8% | -6.5% | -12.2% |
| 3M | -13.4% | -17.0% | +3.7% | -10.0% |
| 6M | -9.6% | +1.8% | -11.4% | -11.2% |
| YTD | +23.0% | -13.4% | +36.4% | +24.9% |
| 1Y | +27.4% | -17.5% | +44.9% | +30.7% |
| 3Y | +5.7% | +36.5% | -30.8% | -9.9% |
| 5Y | +22.1% | +92.6% | -70.6% | -10.1% |
| 10Y | +106.0% | +809.2% | -703.2% | +2.1% |
| All | +106.0% | +824.7% | -718.8% | +2.1% |
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