-58.3%
AFRM vs LPLA
+78.4%
-136.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.1% |
| 7D | -7.3% | +4.1% | -11.4% | -9.5% |
| 30D | -9.6% | -9.0% | -0.5% | -5.2% |
| 3M | -11.1% | -17.6% | +6.6% | -1.3% |
| 6M | +3.9% | -8.8% | +12.7% | +5.9% |
| YTD | -8.5% | -17.0% | +8.5% | -1.8% |
| 1Y | +3.3% | -20.4% | +23.7% | +14.1% |
| 3Y | +213.7% | +35.4% | +178.3% | +121.7% |
| All | -58.3% | +78.4% | -136.7% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling