+126.1%
ALB vs LPLA
+1,111.7%
-985.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.6% |
| 7D | +5.3% | +3.6% | +1.6% | +3.9% |
| 30D | -6.3% | -6.8% | +0.5% | -4.6% |
| 3M | -27.4% | -17.0% | -10.4% | -23.4% |
| 6M | -53.1% | +1.8% | -54.9% | -54.3% |
| YTD | -32.3% | -13.4% | -18.9% | -31.0% |
| 1Y | -7.3% | -17.5% | +10.2% | -4.0% |
| 3Y | -14.9% | +36.5% | -51.4% | -30.1% |
| 5Y | -62.0% | +92.6% | -154.7% | -73.2% |
| 10Y | +33.0% | +809.2% | -776.2% | -45.7% |
| All | +126.1% | +1,111.7% | -985.6% | -30.0% |
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