+101.1%
AKAM vs LPLA
+1,251.7%
-1,150.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | -13.0% | -6.0% | -7.0% | -12.2% |
| 3M | -19.4% | +24.0% | -43.4% | -22.3% |
| 6M | +0.3% | +17.0% | -16.7% | -2.6% |
| YTD | +22.4% | -0.7% | +23.1% | +21.7% |
| 1Y | +34.8% | +2.1% | +32.7% | +33.2% |
| 3Y | +1.9% | +48.7% | -46.7% | -6.4% |
| 5Y | -4.6% | +151.2% | -155.8% | -21.3% |
| All | +101.1% | +1,251.7% | -1,150.5% | +26.8% |
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