+193.0%
ARM vs LPLA
+26.7%
+166.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.4% | +3.3% | +5.5% |
| 7D | -5.3% | +2.3% | -7.6% | -6.0% |
| 30D | -30.0% | -7.7% | -22.4% | -28.5% |
| 3M | -34.1% | -15.7% | -18.4% | -30.4% |
| 6M | -12.6% | +0.8% | -13.5% | -15.8% |
| YTD | +70.4% | -14.2% | +84.7% | +74.7% |
| 1Y | +22.3% | -17.9% | +40.2% | +28.3% |
| 3Y | +261.2% | +36.1% | +225.1% | +201.5% |
| All | +193.0% | +26.7% | +166.3% | +157.8% |
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