+400.4%
ALAB vs LPLA
+34.8%
+365.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.1% | +9.9% |
| 7D | +7.2% | -3.1% | +10.3% | +9.2% |
| 30D | -2.5% | -0.1% | -2.4% | -2.6% |
| 3M | -13.3% | +23.2% | -36.5% | -25.0% |
| 6M | +172.8% | +15.5% | +157.3% | +142.4% |
| YTD | +86.6% | +0.9% | +85.7% | +84.2% |
| 1Y | +65.2% | +0.2% | +65.0% | +63.9% |
| All | +400.4% | +34.8% | +365.6% | +376.7% |
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