+136.4%
ALB vs LPLA
+1,060.6%
-924.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | +9.1% | +4.1% | +4.9% | +7.4% |
| 30D | -3.4% | -9.0% | +5.6% | -0.9% |
| 3M | -20.6% | -17.6% | -3.0% | -15.9% |
| 6M | -48.2% | -8.8% | -39.3% | -47.5% |
| YTD | -29.2% | -17.0% | -12.2% | -26.8% |
| 1Y | +10.0% | -20.4% | +30.4% | +15.4% |
| 3Y | -12.9% | +35.4% | -48.3% | -28.3% |
| 5Y | -61.3% | +79.7% | -141.0% | -72.0% |
| 10Y | +35.8% | +915.0% | -879.1% | -46.3% |
| All | +136.4% | +1,060.6% | -924.2% | -25.7% |
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