+34.8%
AKAM vs LPLA
+3.8%
+31.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | +1.5% | -1.5% | +3.0% | +1.6% |
| 30D | -13.0% | -6.0% | -7.0% | -12.5% |
| 3M | -19.4% | +24.0% | -43.4% | -21.2% |
| 6M | +0.3% | +17.0% | -16.7% | -1.9% |
| YTD | +22.4% | -0.7% | +23.1% | +22.6% |
| 1Y | +34.8% | +2.1% | +32.7% | +33.2% |
| All | +34.8% | +3.8% | +31.1% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling