+126.6%
ADM vs LPLA
+758.1%
-631.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.7% | +2.7% |
| 7D | +4.2% | -0.9% | +5.1% | +4.4% |
| 30D | -12.8% | -9.5% | -3.3% | -11.2% |
| 3M | -8.5% | -21.9% | +13.4% | -3.6% |
| 6M | -10.9% | -2.6% | -8.3% | -11.5% |
| YTD | +29.4% | -17.8% | +47.2% | +33.0% |
| 1Y | +27.5% | -21.2% | +48.7% | +32.3% |
| 3Y | +10.3% | +30.6% | -20.3% | -4.9% |
| 5Y | +27.4% | +81.3% | -54.0% | -4.7% |
| All | +126.6% | +758.1% | -631.4% | +17.8% |
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