+236.1%
ALNY vs LPLA
+1,251.7%
-1,015.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | 0.0% |
| 7D | -6.5% | -1.5% | -5.0% | -6.2% |
| 30D | +11.0% | -6.0% | +17.0% | +12.6% |
| 3M | -14.1% | +24.0% | -38.1% | -18.8% |
| 6M | -22.4% | +17.0% | -39.4% | -25.7% |
| YTD | -37.5% | -0.7% | -36.8% | -38.1% |
| 1Y | -46.9% | +2.1% | -49.0% | -48.0% |
| 3Y | +22.1% | +48.7% | -26.6% | +5.3% |
| 5Y | +31.2% | +151.2% | -120.0% | -6.6% |
| All | +236.1% | +1,251.7% | -1,015.6% | +1.6% |
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