+219.2%
ALLE vs LPLA
+902.8%
-683.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -0.6% | +4.1% | -4.7% | -1.7% |
| 30D | +25.3% | -9.0% | +34.4% | +28.0% |
| 3M | +10.3% | -17.6% | +27.9% | +15.4% |
| 6M | +38.0% | -8.8% | +46.9% | +39.6% |
| YTD | +17.8% | -17.0% | +34.8% | +21.4% |
| 1Y | +13.6% | -20.4% | +34.0% | +18.3% |
| 3Y | +89.2% | +35.4% | +53.8% | +60.5% |
| 5Y | +51.1% | +79.7% | -28.7% | +11.5% |
| All | +219.2% | +902.8% | -683.6% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling