+115.8%
AKAM vs LPLA
+1,311.2%
-1,195.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.1% | -3.1% | +1.0% | -1.4% |
| 30D | -13.9% | -0.1% | -13.9% | -13.9% |
| 3M | -33.8% | +23.2% | -57.0% | -36.8% |
| 6M | +2.2% | +15.5% | -13.4% | -1.5% |
| YTD | +20.6% | +0.9% | +19.7% | +19.3% |
| 1Y | +36.3% | +0.2% | +36.1% | +34.4% |
| 3Y | -0.1% | +55.2% | -55.3% | -12.1% |
| 5Y | -7.5% | +145.4% | -153.0% | -29.1% |
| 10Y | +90.2% | +1,229.7% | -1,139.5% | -15.9% |
| All | +115.8% | +1,311.2% | -1,195.5% | -20.9% |
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