+19.3%
ARM vs LPLA
-16.5%
+35.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.6% | -9.9% | -5.5% |
| 7D | -18.7% | +15.7% | -34.4% | -19.5% |
| 30D | -36.7% | -6.2% | -30.5% | -35.9% |
| 3M | -31.6% | -12.0% | -19.6% | -30.2% |
| 6M | -5.6% | -2.7% | -2.9% | -6.4% |
| YTD | +75.5% | -12.5% | +88.0% | +70.4% |
| 1Y | +19.3% | -16.5% | +35.9% | +20.7% |
| All | +19.3% | -16.5% | +35.8% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling