+261.5%
ADM vs LPLA
+1,060.6%
-799.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -9.0% | +4.1% | -13.2% | -10.0% |
| 30D | -14.0% | -9.0% | -5.0% | -12.4% |
| 3M | -9.2% | -17.6% | +8.5% | -5.4% |
| 6M | -9.2% | -8.8% | -0.3% | -8.2% |
| YTD | +24.2% | -17.0% | +41.2% | +27.4% |
| 1Y | +27.0% | -20.4% | +47.4% | +31.4% |
| 3Y | +6.6% | +35.4% | -28.8% | -8.1% |
| 5Y | +25.0% | +79.7% | -54.8% | -3.7% |
| 10Y | +100.2% | +915.0% | -814.7% | -7.9% |
| All | +261.5% | +1,060.6% | -799.1% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling